+218.9%
SLV vs WMB
+309.4%
-90.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.0% | -1.1% |
| 7D | +2.5% | +0.8% | +1.7% | +2.4% |
| 30D | +3.3% | +7.7% | -4.5% | +1.9% |
| 3M | -3.6% | +6.7% | -10.3% | -4.9% |
| 6M | -21.8% | +3.6% | -25.5% | -22.6% |
| YTD | -7.8% | +28.0% | -35.8% | -12.2% |
| 1Y | +58.3% | +37.6% | +20.7% | +48.7% |
| 3Y | +182.6% | +149.0% | +33.5% | +138.5% |
| 5Y | +167.8% | +285.3% | -117.5% | +111.6% |
| 10Y | +218.9% | +302.1% | -83.2% | +143.2% |
| All | +218.9% | +309.4% | -90.6% | +143.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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