+1,309.1%
WDC vs SLV
+228.4%
+1,080.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.2% | +0.2% |
| 7D | +7.5% | +2.8% | +4.7% | +6.3% |
| 30D | +10.1% | +2.2% | +7.9% | +8.9% |
| 3M | -6.8% | +2.9% | -9.7% | -8.0% |
| 6M | +84.1% | -22.4% | +106.6% | +99.1% |
| YTD | +180.3% | -5.7% | +186.0% | +177.0% |
| 1Y | +411.1% | +63.3% | +347.8% | +317.3% |
| 3Y | +1,375.0% | +189.0% | +1,186.0% | +892.5% |
| 5Y | +991.6% | +172.7% | +818.9% | +629.8% |
| 10Y | +1,309.1% | +235.3% | +1,073.8% | +602.4% |
| All | +1,309.1% | +228.4% | +1,080.7% | +602.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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