+328.0%
WFC vs SLV
+263.3%
+64.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +1.2% | +5.1% | -3.8% | +0.9% |
| 30D | +5.2% | -12.9% | +18.1% | +6.3% |
| 3M | -3.0% | -16.1% | +13.0% | -1.9% |
| 6M | +6.2% | -33.2% | +39.4% | +9.1% |
| YTD | -7.9% | -27.2% | +19.3% | -7.4% |
| 1Y | +0.3% | +7.6% | -7.3% | -2.8% |
| 3Y | +117.7% | +122.3% | -4.6% | +96.8% |
| 5Y | +88.4% | +109.7% | -21.4% | +69.9% |
| 10Y | +147.3% | +168.4% | -21.2% | +114.6% |
| All | +328.0% | +263.3% | +64.7% | +231.3% |
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 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