+111.7%
WFC vs SLV
+178.7%
-67.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.2% | +0.2% |
| 7D | +1.7% | -3.9% | +5.6% | +2.0% |
| 30D | +6.8% | -15.6% | +22.5% | +8.2% |
| 3M | -3.0% | -23.6% | +20.6% | -1.1% |
| 6M | +15.4% | -42.6% | +58.0% | +20.0% |
| YTD | -5.9% | -30.0% | +24.0% | -5.8% |
| 1Y | +1.7% | -6.6% | +8.3% | -1.5% |
| 3Y | +124.9% | +121.8% | +3.1% | +96.5% |
| 5Y | +90.5% | +92.7% | -2.2% | +66.8% |
| All | +111.7% | +178.7% | -67.0% | +66.2% |
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