+214.0%
SLV vs WM
+306.5%
-92.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | +6.7% | -2.4% | +9.1% | +6.9% |
| 3M | -10.7% | +0.4% | -11.1% | -11.0% |
| 6M | -20.6% | -9.5% | -11.1% | -19.8% |
| YTD | -7.1% | +0.5% | -7.6% | -7.7% |
| 1Y | +62.0% | -1.1% | +63.1% | +61.3% |
| 3Y | +169.8% | +46.0% | +123.8% | +151.3% |
| 5Y | +161.5% | +51.8% | +109.6% | +142.1% |
| All | +214.0% | +306.5% | -92.5% | +175.7% |
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