+219.9%
SLV vs WCN
+235.9%
-16.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -2.8% | -3.1% | +0.3% | -2.3% |
| 30D | -1.6% | -3.4% | +1.8% | -1.0% |
| 3M | -4.4% | +3.0% | -7.4% | -5.3% |
| 6M | -25.4% | -3.8% | -21.6% | -25.2% |
| YTD | -9.8% | -8.3% | -1.5% | -8.5% |
| 1Y | +53.8% | -9.7% | +63.5% | +56.3% |
| 3Y | +174.7% | +17.2% | +157.5% | +163.5% |
| 5Y | +164.3% | +25.3% | +139.0% | +149.6% |
| All | +219.9% | +235.9% | -16.0% | +159.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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