+239.8%
SLV vs WM
+990.0%
-750.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.7% |
| 7D | -0.7% | +4.5% | -5.2% | -1.4% |
| 30D | -15.4% | +16.1% | -31.4% | -17.5% |
| 3M | -16.3% | +8.0% | -24.3% | -17.5% |
| 6M | -28.8% | +8.4% | -37.2% | -30.2% |
| YTD | -27.1% | +11.2% | -38.4% | -29.0% |
| 1Y | +7.5% | +22.3% | -14.8% | +2.9% |
| 3Y | +121.2% | +50.2% | +70.9% | +101.9% |
| 5Y | +110.0% | +63.3% | +46.7% | +87.8% |
| 10Y | +168.8% | +355.0% | -186.2% | +92.3% |
| All | +239.8% | +990.0% | -750.2% | +87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling