+54.9%
GD vs WCC
+106.2%
-51.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.6% | +7.2% | -1.3% |
| 7D | -3.9% | -21.9% | +18.0% | -1.4% |
| 30D | +8.1% | -25.4% | +33.5% | +11.4% |
| 3M | -6.8% | -23.1% | +16.3% | -4.4% |
| 6M | +3.0% | -18.1% | +21.1% | +4.4% |
| YTD | +7.8% | +17.7% | -9.9% | +3.6% |
| 1Y | +5.8% | +12.4% | -6.6% | +2.3% |
| All | +54.9% | +106.2% | -51.4% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling