+167.8%
SLV vs WSM
+189.5%
-21.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | +2.5% | +2.6% | -0.1% | +2.2% |
| 30D | +3.3% | -9.5% | +12.8% | +4.3% |
| 3M | -3.6% | +12.9% | -16.5% | -4.9% |
| 6M | -21.8% | +23.0% | -44.9% | -23.7% |
| YTD | -7.8% | +28.9% | -36.8% | -10.4% |
| 1Y | +58.3% | +13.7% | +44.6% | +55.4% |
| 3Y | +182.6% | +232.6% | -50.0% | +148.6% |
| 5Y | +167.8% | +185.9% | -18.1% | +135.1% |
| All | +167.8% | +189.5% | -21.7% | +135.1% |
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