+164.7%
SLV vs WMB
+265.8%
-101.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.5% | -5.0% | -3.7% |
| 7D | +3.7% | -6.9% | +10.6% | +4.7% |
| 30D | -15.2% | -7.2% | -8.0% | -14.3% |
| 3M | -21.8% | -5.4% | -16.3% | -21.3% |
| 6M | -36.3% | -4.9% | -31.5% | -36.2% |
| YTD | -27.8% | +14.7% | -42.5% | -30.1% |
| 1Y | +1.5% | +14.7% | -13.2% | -1.8% |
| 3Y | +128.5% | +116.4% | +12.1% | +97.1% |
| 5Y | +103.2% | +198.5% | -95.3% | +66.7% |
| 10Y | +164.7% | +266.3% | -101.6% | +98.2% |
| All | +164.7% | +265.8% | -101.1% | +98.2% |
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