+1.7%
WFC vs SLV
-4.2%
+5.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.2% | 0.0% |
| 7D | +1.7% | -3.9% | +5.6% | +1.8% |
| 30D | +6.8% | -15.6% | +22.5% | +7.2% |
| 3M | -3.0% | -23.6% | +20.6% | -2.5% |
| 6M | +15.4% | -42.6% | +58.0% | +16.4% |
| YTD | -5.9% | -30.0% | +24.0% | -7.3% |
| 1Y | +1.7% | -6.6% | +8.3% | -2.3% |
| All | +1.7% | -4.2% | +5.9% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling