+219.5%
SLV vs WY
+62.8%
+156.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.5% |
| 7D | -5.8% | -0.8% | -5.0% | -5.7% |
| 30D | -12.1% | +10.1% | -22.2% | -13.7% |
| 3M | -24.1% | -15.4% | -8.7% | -21.9% |
| 6M | -44.4% | -8.3% | -36.1% | -43.8% |
| YTD | -31.5% | -9.8% | -21.7% | -30.6% |
| 1Y | -6.9% | -3.9% | -3.1% | -6.7% |
| 3Y | +116.0% | -23.3% | +139.3% | +123.4% |
| 5Y | +88.4% | -31.2% | +119.6% | +96.7% |
| 10Y | +167.9% | +5.5% | +162.4% | +147.9% |
| All | +219.5% | +62.8% | +156.7% | +126.0% |
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