+48.4%
SLV vs WDAY
+295.9%
-247.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +2.8% |
| 7D | +5.6% | -4.0% | +9.6% | +5.9% |
| 30D | -12.1% | +1.9% | -14.1% | -12.2% |
| 3M | -16.3% | +5.9% | -22.2% | -16.7% |
| 6M | -34.1% | +48.8% | -82.9% | -35.9% |
| YTD | -25.3% | -11.4% | -13.8% | -24.7% |
| 1Y | +9.6% | -15.5% | +25.1% | +10.7% |
| 3Y | +132.7% | -15.6% | +148.3% | +132.6% |
| 5Y | +113.7% | -35.2% | +148.9% | +113.8% |
| 10Y | +175.9% | +123.9% | +52.0% | +161.5% |
| All | +48.4% | +295.9% | -247.5% | +45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling