+333.1%
SLV vs WCC
+382.1%
-49.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.1% | -1.8% |
| 7D | -0.3% | +4.5% | -4.8% | -1.0% |
| 30D | +6.7% | -5.8% | +12.5% | +7.6% |
| 3M | -10.7% | -3.7% | -7.0% | -10.4% |
| 6M | -20.6% | +23.1% | -43.7% | -23.1% |
| YTD | -7.1% | +44.2% | -51.3% | -11.9% |
| 1Y | +62.0% | +62.1% | -0.1% | +51.2% |
| 3Y | +169.8% | +121.1% | +48.7% | +135.6% |
| 5Y | +161.5% | +214.0% | -52.5% | +111.2% |
| 10Y | +224.4% | +472.8% | -248.4% | +124.4% |
| All | +333.1% | +382.1% | -49.0% | +184.0% |
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