+544.2%
WMT vs SLV
+172.6%
+371.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.6% |
| 7D | +2.0% | -5.8% | +7.9% | +2.3% |
| 30D | +10.3% | -12.1% | +22.4% | +10.8% |
| 3M | +11.0% | -24.1% | +35.1% | +12.0% |
| 6M | -2.3% | -44.4% | +42.0% | +0.1% |
| YTD | +15.7% | -31.5% | +47.2% | +15.4% |
| 1Y | +26.0% | -6.9% | +32.9% | +22.7% |
| 3Y | +136.5% | +116.0% | +20.5% | +114.8% |
| 5Y | +176.8% | +88.4% | +88.4% | +152.0% |
| All | +544.2% | +172.6% | +371.7% | +461.7% |
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