+171.1%
SLV vs WMB
+267.1%
-96.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.1% |
| 7D | +5.1% | -13.8% | +18.9% | +7.4% |
| 30D | -12.9% | -10.3% | -2.6% | -11.6% |
| 3M | -16.1% | -10.1% | -6.0% | -14.9% |
| 6M | -33.2% | -11.8% | -21.3% | -32.2% |
| YTD | -27.2% | +8.9% | -36.2% | -29.0% |
| 1Y | +7.6% | +14.0% | -6.3% | +4.2% |
| 3Y | +122.3% | +100.5% | +21.8% | +94.2% |
| 5Y | +109.7% | +179.5% | -69.8% | +73.7% |
| All | +171.1% | +267.1% | -96.0% | +103.2% |
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