+218.9%
SLV vs WEC
+143.0%
+75.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.8% | -0.9% |
| 7D | +2.5% | +0.8% | +1.7% | +2.4% |
| 30D | +3.3% | +0.3% | +2.9% | +3.1% |
| 3M | -3.6% | -2.9% | -0.7% | -3.3% |
| 6M | -21.8% | -5.9% | -15.9% | -21.1% |
| YTD | -7.8% | +4.1% | -12.0% | -8.8% |
| 1Y | +58.3% | +3.1% | +55.1% | +56.8% |
| 3Y | +182.6% | +40.8% | +141.8% | +161.6% |
| 5Y | +167.8% | +31.7% | +136.1% | +150.7% |
| 10Y | +218.9% | +141.1% | +77.8% | +171.5% |
| All | +218.9% | +143.0% | +75.8% | +171.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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