+239.3%
SLV vs WCC
+302.0%
-62.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.4% |
| 7D | +5.1% | -14.7% | +19.8% | +7.2% |
| 30D | -12.9% | -20.1% | +7.1% | -10.3% |
| 3M | -16.1% | -21.2% | +5.1% | -13.5% |
| 6M | -33.2% | -19.2% | -14.0% | -31.5% |
| YTD | -27.2% | +20.2% | -47.5% | -29.4% |
| 1Y | +7.6% | +14.5% | -6.8% | +5.1% |
| 3Y | +122.3% | +115.1% | +7.2% | +95.0% |
| 5Y | +109.7% | +121.5% | -11.8% | +77.7% |
| 10Y | +168.4% | +468.1% | -299.7% | +85.7% |
| All | +239.3% | +302.0% | -62.7% | +127.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling