+113.7%
SLV vs WWD
+190.4%
-76.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.9% | -2.2% | +1.5% |
| 7D | +5.6% | +4.2% | +1.5% | +4.4% |
| 30D | -12.1% | -0.8% | -11.3% | -12.1% |
| 3M | -16.3% | -8.2% | -8.1% | -14.8% |
| 6M | -34.1% | -9.8% | -24.2% | -32.8% |
| YTD | -25.3% | +10.4% | -35.7% | -26.7% |
| 1Y | +9.6% | +25.5% | -15.9% | +4.9% |
| 3Y | +132.7% | +155.8% | -23.1% | +91.4% |
| 5Y | +113.7% | +187.3% | -73.7% | +62.8% |
| All | +113.7% | +190.4% | -76.8% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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