+248.5%
SLV vs WPM
+1,517.5%
-1,269.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.6% | -2.9% | 0.0% |
| 7D | +5.6% | +20.8% | -15.2% | -3.7% |
| 30D | -12.1% | +3.8% | -15.9% | -13.8% |
| 3M | -16.3% | +7.4% | -23.7% | -19.4% |
| 6M | -34.1% | +4.0% | -38.0% | -35.4% |
| YTD | -25.3% | +23.0% | -48.3% | -29.8% |
| 1Y | +9.6% | +45.9% | -36.3% | -4.4% |
| 3Y | +132.7% | +242.9% | -110.3% | +37.1% |
| 5Y | +113.7% | +259.5% | -145.8% | +21.7% |
| 10Y | +175.9% | +577.7% | -401.9% | +11.8% |
| All | +248.5% | +1,517.5% | -1,269.0% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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