+772.0%
WDC vs SLV
+132.0%
+640.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.7% | +7.1% | +8.8% |
| 7D | -14.4% | +5.6% | -20.1% | -16.4% |
| 30D | -27.1% | -12.1% | -14.9% | -23.1% |
| 3M | -33.3% | -16.3% | -17.0% | -28.6% |
| 6M | -39.6% | -34.1% | -5.5% | -29.5% |
| YTD | +68.4% | -25.3% | +93.7% | +80.2% |
| 1Y | +78.2% | +9.6% | +68.5% | +63.5% |
| 3Y | +772.0% | +132.7% | +639.3% | +558.7% |
| All | +772.0% | +132.0% | +640.0% | +558.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling