+335.9%
WFC vs SLV
+273.2%
+62.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.9% | +1.6% |
| 7D | +0.1% | +5.6% | -5.5% | -0.3% |
| 30D | +2.9% | -12.1% | +15.1% | +3.9% |
| 3M | -1.4% | -16.3% | +14.8% | -0.2% |
| 6M | +14.3% | -34.1% | +48.4% | +17.6% |
| YTD | -6.2% | -25.3% | +19.1% | -5.9% |
| 1Y | +1.6% | +9.6% | -8.0% | -1.6% |
| 3Y | +126.9% | +132.7% | -5.8% | +104.3% |
| 5Y | +94.0% | +113.7% | -19.7% | +74.7% |
| 10Y | +134.0% | +175.9% | -41.8% | +102.7% |
| All | +335.9% | +273.2% | +62.7% | +236.7% |
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