+333.1%
SLV vs WCN
+1,541.1%
-1,208.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | -0.3% | -0.6% | +0.3% | -0.2% |
| 30D | +6.7% | +0.4% | +6.2% | +6.6% |
| 3M | -10.7% | +7.3% | -18.0% | -11.9% |
| 6M | -20.6% | -2.5% | -18.1% | -20.6% |
| YTD | -7.1% | -5.4% | -1.8% | -6.7% |
| 1Y | +62.0% | -8.5% | +70.4% | +63.5% |
| 3Y | +169.8% | +20.8% | +149.0% | +160.5% |
| 5Y | +161.5% | +30.0% | +131.4% | +149.1% |
| 10Y | +224.4% | +238.4% | -14.0% | +172.2% |
| All | +333.1% | +1,541.1% | -1,208.0% | +169.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling