+333.1%
SLV vs WTW
+459.6%
-126.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.9% |
| 7D | -0.3% | -2.6% | +2.3% | 0.0% |
| 30D | +6.7% | -1.0% | +7.7% | +6.8% |
| 3M | -10.7% | +29.9% | -40.6% | -13.7% |
| 6M | -20.6% | +10.7% | -31.3% | -21.9% |
| YTD | -7.1% | +2.6% | -9.7% | -7.9% |
| 1Y | +62.0% | +2.8% | +59.2% | +60.5% |
| 3Y | +169.8% | +67.3% | +102.5% | +147.0% |
| 5Y | +161.5% | +56.6% | +104.8% | +140.2% |
| 10Y | +224.4% | +204.1% | +20.3% | +167.0% |
| All | +333.1% | +459.6% | -126.5% | +184.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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