+164.7%
SLV vs WM
+329.9%
-165.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.8% | -3.5% |
| 7D | +3.7% | +1.2% | +2.5% | +3.6% |
| 30D | -15.2% | +13.7% | -28.8% | -16.2% |
| 3M | -21.8% | +5.2% | -27.0% | -22.2% |
| 6M | -36.3% | +11.2% | -47.5% | -37.3% |
| YTD | -27.8% | +9.4% | -37.3% | -28.9% |
| 1Y | +1.5% | +20.4% | -18.9% | -1.3% |
| 3Y | +128.5% | +44.7% | +83.8% | +114.6% |
| 5Y | +103.2% | +58.5% | +44.8% | +87.8% |
| 10Y | +164.7% | +326.4% | -161.7% | +156.8% |
| All | +164.7% | +329.9% | -165.2% | +156.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling