+122.3%
SLV vs WM
+47.1%
+75.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +1.9% | -0.3% |
| 7D | +5.1% | +1.2% | +3.9% | +5.2% |
| 30D | -12.9% | +13.1% | -26.0% | -11.9% |
| 3M | -16.1% | +3.6% | -19.7% | -15.7% |
| 6M | -33.2% | +8.1% | -41.2% | -32.7% |
| YTD | -27.2% | +8.9% | -36.2% | -27.0% |
| 1Y | +7.6% | +20.3% | -12.7% | +7.2% |
| 3Y | +122.3% | +46.2% | +76.2% | +123.6% |
| All | +122.3% | +47.1% | +75.2% | +123.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling