+182.6%
SLV vs WY
-23.0%
+205.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.7% | -0.5% |
| 7D | +2.5% | -2.1% | +4.6% | +2.9% |
| 30D | +3.3% | -10.5% | +13.7% | +5.5% |
| 3M | -3.6% | -4.9% | +1.3% | -3.0% |
| 6M | -21.8% | -4.9% | -16.9% | -21.4% |
| YTD | -7.8% | -1.7% | -6.2% | -8.1% |
| 1Y | +58.3% | -9.4% | +67.7% | +60.4% |
| 3Y | +182.6% | -22.3% | +204.9% | +193.8% |
| All | +182.6% | -23.0% | +205.6% | +193.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 3y: compounded portfolio wealth divided by compounded WY 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…
3y analysis · Full analysis span regression · 6 months rolling