+239.3%
SLV vs WEC
+1,027.7%
-788.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +1.9% | +0.3% |
| 7D | +5.1% | -0.2% | +5.3% | +5.1% |
| 30D | -12.9% | +12.3% | -25.2% | -15.2% |
| 3M | -16.1% | +8.3% | -24.3% | -17.7% |
| 6M | -33.2% | +3.5% | -36.6% | -33.9% |
| YTD | -27.2% | +12.7% | -40.0% | -29.4% |
| 1Y | +7.6% | +8.2% | -0.5% | +5.3% |
| 3Y | +122.3% | +55.9% | +66.5% | +98.6% |
| 5Y | +109.7% | +51.2% | +58.5% | +88.0% |
| 10Y | +168.4% | +177.6% | -9.2% | +99.5% |
| All | +239.3% | +1,027.7% | -788.3% | +62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling