+171.1%
SLV vs WM
+339.4%
-168.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +1.9% | +0.1% |
| 7D | +5.1% | +1.2% | +3.9% | +5.0% |
| 30D | -12.9% | +13.1% | -26.0% | -14.0% |
| 3M | -16.1% | +3.6% | -19.7% | -16.4% |
| 6M | -33.2% | +8.1% | -41.2% | -33.9% |
| YTD | -27.2% | +8.9% | -36.2% | -28.3% |
| 1Y | +7.6% | +20.3% | -12.7% | +4.6% |
| 3Y | +122.3% | +46.2% | +76.2% | +108.4% |
| 5Y | +109.7% | +59.9% | +49.8% | +93.5% |
| All | +171.1% | +339.4% | -168.3% | +161.0% |
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