+660.4%
WDC vs SLV
+163.3%
+497.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | +1.1% |
| 7D | -16.7% | +3.7% | -20.4% | -17.9% |
| 30D | -27.2% | -15.2% | -12.1% | -22.7% |
| 3M | -34.0% | -21.8% | -12.2% | -28.1% |
| 6M | -39.7% | -36.3% | -3.4% | -29.5% |
| YTD | +68.1% | -27.8% | +95.9% | +82.8% |
| 1Y | +66.3% | +1.5% | +64.8% | +59.9% |
| 3Y | +754.4% | +128.5% | +625.9% | +522.6% |
| 5Y | +595.8% | +103.2% | +492.5% | +413.5% |
| 10Y | +660.4% | +164.7% | +495.7% | +318.2% |
| All | +660.4% | +163.3% | +497.1% | +318.2% |
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