+239.3%
SLV vs WMB
+756.0%
-516.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.1% |
| 7D | +5.1% | -13.8% | +18.9% | +7.6% |
| 30D | -12.9% | -10.3% | -2.6% | -11.5% |
| 3M | -16.1% | -10.1% | -6.0% | -14.9% |
| 6M | -33.2% | -11.8% | -21.3% | -32.1% |
| YTD | -27.2% | +8.9% | -36.2% | -28.9% |
| 1Y | +7.6% | +14.0% | -6.3% | +4.4% |
| 3Y | +122.3% | +100.5% | +21.8% | +94.5% |
| 5Y | +109.7% | +179.5% | -69.8% | +72.7% |
| 10Y | +168.4% | +272.7% | -104.3% | +101.5% |
| All | +239.3% | +756.0% | -516.6% | +41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling