+122.3%
SLV vs WMB
+97.7%
+24.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.1% |
| 7D | +5.1% | -13.8% | +18.9% | +7.1% |
| 30D | -12.9% | -10.3% | -2.6% | -11.8% |
| 3M | -16.1% | -10.1% | -6.0% | -15.2% |
| 6M | -33.2% | -11.8% | -21.3% | -32.5% |
| YTD | -27.2% | +8.9% | -36.2% | -30.1% |
| 1Y | +7.6% | +14.0% | -6.3% | +2.1% |
| 3Y | +122.3% | +100.5% | +21.8% | +68.0% |
| All | +122.3% | +97.7% | +24.6% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling