+3,578.2%
WDC vs SLV
+363.7%
+3,214.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.2% | +7.1% | +6.2% |
| 7D | +1.7% | -0.3% | +2.1% | +1.8% |
| 30D | -10.0% | +6.7% | -16.6% | -11.7% |
| 3M | -18.8% | -10.7% | -8.1% | -16.4% |
| 6M | +79.0% | -20.6% | +99.6% | +88.8% |
| YTD | +171.6% | -7.1% | +178.7% | +172.5% |
| 1Y | +417.4% | +62.0% | +355.4% | +354.6% |
| 3Y | +1,251.8% | +169.8% | +1,082.0% | +953.1% |
| 5Y | +911.7% | +161.5% | +750.2% | +683.8% |
| 10Y | +1,399.6% | +224.4% | +1,175.2% | +972.3% |
| All | +3,578.2% | +363.7% | +3,214.5% | +1,817.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling