+92.7%
SLV vs WY
-32.2%
+124.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.1% |
| 7D | -3.9% | -5.4% | +1.6% | -2.7% |
| 30D | -15.6% | +7.9% | -23.5% | -17.1% |
| 3M | -23.6% | -16.6% | -7.0% | -20.6% |
| 6M | -42.6% | -11.2% | -31.4% | -41.4% |
| YTD | -30.0% | -11.3% | -18.6% | -28.5% |
| 1Y | -6.6% | -5.5% | -1.1% | -6.0% |
| 3Y | +121.8% | -25.4% | +147.2% | +133.2% |
| 5Y | +92.7% | -32.4% | +125.0% | +102.6% |
| All | +92.7% | -32.2% | +124.9% | +102.6% |
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