+174.0%
GD vs WEC
+186.5%
-12.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -1.9% | +1.4% | -3.3% | -2.4% |
| 30D | +10.9% | +12.8% | -1.9% | +6.0% |
| 3M | -6.8% | +11.2% | -18.0% | -10.5% |
| 6M | +7.0% | +6.6% | +0.4% | +4.2% |
| YTD | +11.1% | +13.8% | -2.7% | +5.3% |
| 1Y | +7.0% | +7.6% | -0.6% | +3.6% |
| 3Y | +59.9% | +62.2% | -2.3% | +31.4% |
| 5Y | +102.5% | +52.0% | +50.5% | +69.5% |
| 10Y | +174.0% | +189.4% | -15.3% | +116.3% |
| All | +174.0% | +186.5% | -12.5% | +116.3% |
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