+235.3%
SLV vs WU
-40.9%
+276.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.1% | +2.3% |
| 7D | +2.8% | -4.9% | +7.7% | +3.2% |
| 30D | +2.2% | -1.3% | +3.5% | +2.3% |
| 3M | +2.9% | -3.6% | +6.5% | +2.8% |
| 6M | -22.4% | -24.3% | +1.9% | -20.9% |
| YTD | -5.7% | -21.1% | +15.3% | -4.4% |
| 1Y | +63.3% | -10.3% | +73.6% | +63.7% |
| 3Y | +189.0% | -28.4% | +217.4% | +193.5% |
| 5Y | +172.7% | -51.2% | +223.9% | +183.7% |
| 10Y | +235.3% | -39.6% | +274.9% | +253.7% |
| All | +235.3% | -40.9% | +276.2% | +253.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling