+248.5%
SLV vs WCC
+334.7%
-86.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.1% | -5.4% | +1.5% |
| 7D | +5.6% | -5.7% | +11.3% | +6.2% |
| 30D | -12.1% | -13.5% | +1.3% | -10.6% |
| 3M | -16.3% | -12.9% | -3.4% | -14.9% |
| 6M | -34.1% | -10.7% | -23.4% | -33.3% |
| YTD | -25.3% | +30.0% | -55.3% | -28.3% |
| 1Y | +9.6% | +24.7% | -15.1% | +5.8% |
| 3Y | +132.7% | +136.6% | -3.9% | +101.3% |
| 5Y | +113.7% | +143.9% | -30.2% | +78.5% |
| 10Y | +175.9% | +465.9% | -290.1% | +90.9% |
| All | +248.5% | +334.7% | -86.2% | +131.2% |
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 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