+928.6%
WDC vs SLV
+163.9%
+764.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.2% | +7.1% | +6.3% |
| 7D | +1.7% | -0.3% | +2.1% | +1.8% |
| 30D | -10.0% | +6.7% | -16.6% | -12.5% |
| 3M | -18.8% | -10.7% | -8.1% | -15.5% |
| 6M | +79.0% | -20.6% | +99.6% | +92.3% |
| YTD | +171.6% | -7.1% | +178.7% | +168.7% |
| 1Y | +417.4% | +62.0% | +355.4% | +318.3% |
| 3Y | +1,251.8% | +169.8% | +1,082.0% | +824.0% |
| All | +928.6% | +163.9% | +764.7% | +546.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling