+423.1%
SLV vs WU
-19.6%
+442.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -0.3% | -0.8% | +0.5% | -0.2% |
| 30D | +6.7% | -1.1% | +7.8% | +6.8% |
| 3M | -10.7% | -3.9% | -6.8% | -10.7% |
| 6M | -20.6% | -20.7% | +0.1% | -18.9% |
| YTD | -7.1% | -18.4% | +11.2% | -5.5% |
| 1Y | +62.0% | -8.1% | +70.0% | +62.1% |
| 3Y | +169.8% | -24.2% | +194.0% | +173.9% |
| 5Y | +161.5% | -50.4% | +211.9% | +177.0% |
| 10Y | +224.4% | -40.0% | +264.4% | +228.6% |
| All | +423.1% | -19.6% | +442.7% | +356.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling