+106.9%
SLV vs WDAY
-33.8%
+140.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | 0.0% |
| 7D | +5.1% | -2.5% | +7.6% | +5.2% |
| 30D | -12.9% | +4.7% | -17.6% | -13.1% |
| 3M | -16.1% | +13.3% | -29.4% | -16.6% |
| 6M | -33.2% | +57.3% | -90.5% | -34.9% |
| YTD | -27.2% | -10.2% | -17.1% | -25.2% |
| 1Y | +7.6% | -14.1% | +21.7% | +11.1% |
| 3Y | +122.3% | -11.7% | +134.0% | +123.4% |
| All | +106.9% | -33.8% | +140.8% | +106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WDAY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling