+54.9%
GD vs WEC
+57.1%
-2.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | -3.9% | +3.2% | -7.1% | -4.9% |
| 30D | +8.1% | +14.7% | -6.6% | +3.7% |
| 3M | -6.8% | +10.2% | -17.0% | -9.6% |
| 6M | +3.0% | +4.5% | -1.5% | +1.4% |
| YTD | +7.8% | +15.1% | -7.3% | +2.7% |
| 1Y | +5.8% | +9.4% | -3.6% | +2.5% |
| All | +54.9% | +57.1% | -2.2% | +38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling