+2,557.4%
GD vs WCN
+7,983.1%
-5,425.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.5% | -2.4% |
| 7D | -3.9% | +5.5% | -9.4% | -5.0% |
| 30D | +8.1% | +24.2% | -16.1% | +3.2% |
| 3M | -6.8% | +17.0% | -23.8% | -9.9% |
| 6M | +3.0% | +22.3% | -19.3% | -1.5% |
| YTD | +7.8% | +10.2% | -2.5% | +5.1% |
| 1Y | +5.8% | +16.5% | -10.7% | +2.0% |
| 3Y | +55.3% | +47.1% | +8.2% | +42.5% |
| 5Y | +96.7% | +47.9% | +48.8% | +79.9% |
| 10Y | +195.4% | +316.7% | -121.3% | +126.2% |
| All | +2,557.4% | +7,983.1% | -5,425.7% | +1,476.9% |
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