+235.3%
SLV vs WCC
+506.2%
-270.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.6% | +2.5% |
| 7D | +2.8% | +6.8% | -4.0% | +1.8% |
| 30D | +2.2% | -3.0% | +5.2% | +2.6% |
| 3M | +2.9% | +0.2% | +2.7% | +2.6% |
| 6M | -22.4% | +33.2% | -55.6% | -25.6% |
| YTD | -5.7% | +45.8% | -51.6% | -10.7% |
| 1Y | +63.3% | +68.4% | -5.1% | +51.9% |
| 3Y | +189.0% | +131.1% | +57.9% | +152.3% |
| 5Y | +172.7% | +225.6% | -53.0% | +120.2% |
| 10Y | +235.3% | +534.2% | -298.9% | +117.2% |
| All | +235.3% | +506.2% | -270.9% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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