+2,540.3%
GD vs WCN
+7,873.9%
-5,333.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.7% | -0.4% |
| 7D | -5.0% | +2.9% | -7.9% | -5.6% |
| 30D | +8.9% | +22.1% | -13.2% | +4.4% |
| 3M | -8.0% | +13.2% | -21.2% | -10.5% |
| 6M | +2.9% | +23.7% | -20.8% | -1.8% |
| YTD | +7.1% | +8.7% | -1.7% | +4.7% |
| 1Y | +5.9% | +15.3% | -9.4% | +2.3% |
| 3Y | +53.9% | +46.0% | +7.9% | +41.3% |
| 5Y | +95.4% | +45.9% | +49.5% | +79.2% |
| 10Y | +193.5% | +311.1% | -117.6% | +125.4% |
| All | +2,540.3% | +7,873.9% | -5,333.6% | +1,471.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling