+177.4%
GD vs WEC
+178.6%
-1.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +1.8% |
| 7D | -3.0% | +0.2% | -3.3% | -3.2% |
| 30D | +9.3% | +12.9% | -3.6% | +4.4% |
| 3M | -7.2% | +9.8% | -17.0% | -10.5% |
| 6M | +5.5% | +6.7% | -1.3% | +2.7% |
| YTD | +9.5% | +14.0% | -4.5% | +3.8% |
| 1Y | +6.4% | +7.3% | -0.9% | +3.2% |
| 3Y | +59.8% | +63.8% | -3.9% | +30.9% |
| 5Y | +98.0% | +54.8% | +43.2% | +64.7% |
| 10Y | +177.4% | +185.7% | -8.3% | +121.9% |
| All | +177.4% | +178.6% | -1.2% | +121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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