+172.7%
SLV vs WY
-20.4%
+193.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.4% |
| 7D | +2.8% | -1.7% | +4.5% | +3.2% |
| 30D | +2.2% | -9.9% | +12.1% | +4.4% |
| 3M | +2.9% | -7.5% | +10.4% | +4.3% |
| 6M | -22.4% | -5.1% | -17.3% | -21.9% |
| YTD | -5.7% | -2.1% | -3.6% | -5.8% |
| 1Y | +63.3% | -7.3% | +70.7% | +64.8% |
| 3Y | +189.0% | -22.6% | +211.6% | +201.1% |
| 5Y | +172.7% | -19.8% | +192.4% | +189.5% |
| All | +172.7% | -20.4% | +193.1% | +189.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling