+132.1%
WFC vs SLV
+216.1%
-84.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.5% | -2.2% |
| 7D | +1.1% | +2.5% | -1.4% | +0.9% |
| 30D | +0.8% | +3.3% | -2.4% | +0.5% |
| 3M | +9.3% | -3.6% | +12.9% | +9.4% |
| 6M | +10.6% | -21.8% | +32.5% | +12.2% |
| YTD | -4.1% | -7.8% | +3.8% | -5.8% |
| 1Y | +13.6% | +58.3% | -44.7% | +4.8% |
| 3Y | +130.7% | +182.6% | -51.8% | +98.4% |
| 5Y | +126.7% | +167.8% | -41.1% | +93.6% |
| 10Y | +132.1% | +218.9% | -86.7% | +82.4% |
| All | +132.1% | +216.1% | -84.0% | +82.4% |
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