+188.5%
GD vs WCC
+457.1%
-268.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.1% |
| 7D | -5.0% | -14.7% | +9.7% | -1.8% |
| 30D | +8.9% | -20.1% | +29.0% | +13.9% |
| 3M | -8.0% | -21.2% | +13.1% | -3.9% |
| 6M | +2.9% | -19.2% | +22.1% | +6.0% |
| YTD | +7.1% | +20.2% | -13.1% | -0.3% |
| 1Y | +5.9% | +14.5% | -8.5% | -0.4% |
| 3Y | +53.9% | +115.1% | -61.3% | +17.3% |
| 5Y | +95.4% | +121.5% | -26.1% | +39.3% |
| All | +188.5% | +457.1% | -268.6% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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