+226.7%
SLV vs WSM
+1,790.4%
-1,563.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.5% | +1.2% | -2.9% |
| 7D | -3.9% | -3.2% | -0.7% | -3.6% |
| 30D | -15.6% | +4.6% | -20.3% | -16.0% |
| 3M | -23.6% | +2.4% | -26.0% | -23.8% |
| 6M | -42.6% | +43.7% | -86.2% | -44.4% |
| YTD | -30.0% | +42.1% | -72.1% | -32.2% |
| 1Y | -6.6% | +32.3% | -38.9% | -9.1% |
| 3Y | +121.8% | +253.0% | -131.2% | +96.2% |
| 5Y | +92.7% | +161.3% | -68.6% | +71.9% |
| 10Y | +174.0% | +1,105.9% | -931.9% | +108.1% |
| All | +226.7% | +1,790.4% | -1,563.7% | +104.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling