+2,567.1%
GD vs WCN
+6,839.3%
-4,272.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.5% |
| 7D | -5.3% | -0.6% | -4.6% | -5.1% |
| 30D | -6.4% | +0.4% | -6.9% | -6.5% |
| 3M | +5.7% | +7.3% | -1.6% | +4.0% |
| 6M | -0.9% | -2.5% | +1.6% | -0.7% |
| YTD | +8.2% | -5.4% | +13.5% | +9.0% |
| 1Y | +13.4% | -8.5% | +21.9% | +15.0% |
| 3Y | +68.5% | +20.8% | +47.7% | +61.1% |
| 5Y | +97.2% | +30.0% | +67.1% | +85.4% |
| 10Y | +190.2% | +238.4% | -48.2% | +131.7% |
| All | +2,567.1% | +6,839.3% | -4,272.2% | +1,535.7% |
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