+177.4%
GD vs WCN
+302.6%
-125.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.0% |
| 7D | -3.0% | +1.2% | -4.2% | -3.6% |
| 30D | +9.3% | +24.6% | -15.3% | -2.0% |
| 3M | -7.2% | +14.2% | -21.4% | -13.3% |
| 6M | +5.5% | +25.7% | -20.2% | -6.5% |
| YTD | +9.5% | +9.3% | +0.2% | +3.5% |
| 1Y | +6.4% | +15.3% | -8.9% | -2.3% |
| 3Y | +59.8% | +48.6% | +11.3% | +25.9% |
| 5Y | +98.0% | +46.9% | +51.1% | +54.6% |
| 10Y | +177.4% | +298.1% | -120.7% | +46.0% |
| All | +177.4% | +302.6% | -125.3% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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