+84.3%
SLV vs WDAY
+307.5%
-223.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.2% | -0.9% |
| 7D | -0.3% | -4.4% | +4.0% | -0.1% |
| 30D | +6.7% | +14.7% | -8.1% | +5.7% |
| 3M | -10.7% | +32.4% | -43.1% | -12.4% |
| 6M | -20.6% | +36.9% | -57.5% | -22.5% |
| YTD | -7.1% | -8.8% | +1.7% | -6.6% |
| 1Y | +62.0% | -15.3% | +77.3% | +63.6% |
| 3Y | +169.8% | -21.2% | +191.0% | +171.6% |
| 5Y | +161.5% | -29.5% | +191.0% | +160.3% |
| 10Y | +224.4% | +120.0% | +104.4% | +207.4% |
| All | +84.3% | +307.5% | -223.1% | +81.0% |
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