+421.1%
WMT vs SLV
+220.9%
+200.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.3% | +5.2% | +0.1% |
| 7D | -2.5% | -5.0% | +2.6% | -2.3% |
| 30D | -6.4% | -1.8% | -4.6% | -6.4% |
| 3M | -12.1% | -0.3% | -11.8% | -12.2% |
| 6M | -15.0% | -28.2% | +13.2% | -13.8% |
| YTD | -4.5% | -10.7% | +6.2% | -5.6% |
| 1Y | +6.2% | +53.7% | -47.5% | +0.5% |
| 3Y | +99.9% | +173.7% | -73.8% | +79.9% |
| 5Y | +131.4% | +161.5% | -30.0% | +107.5% |
| All | +421.1% | +220.9% | +200.2% | +355.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 10y: compounded portfolio wealth divided by compounded SLV 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…
10y analysis · Full analysis span regression · 6 months rolling