+99.8%
SLV vs WSM
+184.0%
-84.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -1.1% | -3.0% | +1.9% | -0.7% |
| 30D | -14.2% | +10.1% | -24.2% | -15.1% |
| 3M | -20.3% | +4.9% | -25.2% | -20.8% |
| 6M | -40.2% | +49.8% | -90.0% | -42.9% |
| YTD | -27.6% | +48.7% | -76.3% | -30.9% |
| 1Y | +0.4% | +38.7% | -38.3% | -3.5% |
| 3Y | +129.4% | +269.5% | -140.2% | +97.2% |
| 5Y | +99.8% | +179.0% | -79.2% | +68.5% |
| All | +99.8% | +184.0% | -84.2% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 5y: compounded portfolio wealth divided by compounded WSM 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…
5y analysis · Full analysis span regression · 6 months rolling