+182.0%
SLV vs WMB
+284.4%
-102.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.0% | -3.4% |
| 7D | -3.9% | +8.1% | -11.9% | -5.0% |
| 30D | -15.6% | -6.9% | -8.8% | -14.9% |
| 3M | -23.6% | -5.1% | -18.5% | -23.2% |
| 6M | -42.6% | -5.7% | -36.8% | -42.3% |
| YTD | -30.0% | +18.1% | -48.0% | -32.5% |
| 1Y | -6.6% | +18.4% | -25.0% | -10.1% |
| 3Y | +121.8% | +122.7% | -0.9% | +90.7% |
| 5Y | +92.7% | +202.0% | -109.4% | +57.9% |
| All | +182.0% | +284.4% | -102.4% | +110.7% |
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