+190.4%
GD vs WCC
+445.3%
-254.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.6% | +7.2% | -0.2% |
| 7D | -3.9% | -21.9% | +18.0% | +1.2% |
| 30D | +8.1% | -25.4% | +33.5% | +14.7% |
| 3M | -6.8% | -23.1% | +16.3% | -2.1% |
| 6M | +3.0% | -18.1% | +21.1% | +5.8% |
| YTD | +7.8% | +17.7% | -9.9% | +0.8% |
| 1Y | +5.8% | +12.4% | -6.6% | -0.1% |
| 3Y | +55.3% | +105.9% | -50.6% | +19.7% |
| 5Y | +96.7% | +116.8% | -20.1% | +40.9% |
| All | +190.4% | +445.3% | -254.9% | +30.9% |
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