+333.1%
SLV vs WY
+80.1%
+253.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | -0.3% | -1.7% | +1.4% | 0.0% |
| 30D | +6.7% | -10.1% | +16.8% | +8.7% |
| 3M | -10.7% | -5.1% | -5.6% | -10.1% |
| 6M | -20.6% | -4.8% | -15.8% | -20.1% |
| YTD | -7.1% | -0.2% | -6.9% | -7.4% |
| 1Y | +62.0% | -6.6% | +68.6% | +63.1% |
| 3Y | +169.8% | -22.7% | +192.6% | +178.8% |
| 5Y | +161.5% | -22.2% | +183.7% | +167.0% |
| 10Y | +224.4% | +7.3% | +217.1% | +199.6% |
| All | +333.1% | +80.1% | +253.0% | +201.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling