+97.2%
GD vs WCC
+216.1%
-118.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.6% | -2.3% |
| 7D | -5.3% | +4.5% | -9.7% | -5.8% |
| 30D | -6.4% | -5.8% | -0.6% | -5.8% |
| 3M | +5.7% | -3.7% | +9.4% | +5.8% |
| 6M | -0.9% | +23.1% | -24.0% | -4.9% |
| YTD | +8.2% | +44.2% | -36.0% | +1.3% |
| 1Y | +13.4% | +62.1% | -48.7% | +4.2% |
| 3Y | +68.5% | +121.1% | -52.6% | +43.2% |
| All | +97.2% | +216.1% | -118.8% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling