+1,628.1%
GD vs WCC
+1,713.7%
-85.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.6% | -2.5% |
| 7D | -5.3% | +4.5% | -9.7% | -6.0% |
| 30D | -6.4% | -5.8% | -0.6% | -5.6% |
| 3M | +5.7% | -3.7% | +9.4% | +5.7% |
| 6M | -0.9% | +23.1% | -24.0% | -5.9% |
| YTD | +8.2% | +44.2% | -36.0% | -0.3% |
| 1Y | +13.4% | +62.1% | -48.7% | +1.9% |
| 3Y | +68.5% | +121.1% | -52.6% | +37.6% |
| 5Y | +97.2% | +214.0% | -116.8% | +45.6% |
| 10Y | +190.2% | +472.8% | -282.6% | +78.1% |
| All | +1,628.1% | +1,713.7% | -85.7% | +685.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling