+333.1%
SLV vs WM
+884.9%
-551.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | +6.7% | -2.4% | +9.1% | +7.1% |
| 3M | -10.7% | +0.4% | -11.1% | -11.1% |
| 6M | -20.6% | -9.5% | -11.1% | -19.6% |
| YTD | -7.1% | +0.5% | -7.6% | -7.8% |
| 1Y | +62.0% | -1.1% | +63.1% | +61.1% |
| 3Y | +169.8% | +46.0% | +123.8% | +147.1% |
| 5Y | +161.5% | +51.8% | +109.6% | +136.7% |
| 10Y | +224.4% | +307.5% | -83.1% | +136.7% |
| All | +333.1% | +884.9% | -551.8% | +143.5% |
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