+333.1%
SLV vs WMB
+883.3%
-550.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.3% | +0.6% | -0.9% | -0.4% |
| 30D | +6.7% | +3.3% | +3.4% | +6.0% |
| 3M | -10.7% | +3.1% | -13.8% | -11.4% |
| 6M | -20.6% | -0.7% | -19.9% | -20.8% |
| YTD | -7.1% | +25.2% | -32.3% | -11.1% |
| 1Y | +62.0% | +32.9% | +29.1% | +53.3% |
| 3Y | +169.8% | +140.6% | +29.3% | +129.3% |
| 5Y | +161.5% | +273.5% | -112.0% | +105.6% |
| 10Y | +224.4% | +334.2% | -109.8% | +137.7% |
| All | +333.1% | +883.3% | -550.2% | +76.7% |
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 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