+97.2%
GD vs WEC
+31.0%
+66.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | -5.3% | -0.3% | -5.0% | -5.2% |
| 30D | -6.4% | -1.3% | -5.1% | -6.0% |
| 3M | +5.7% | -3.9% | +9.6% | +7.2% |
| 6M | -0.9% | -8.3% | +7.4% | +2.1% |
| YTD | +8.2% | +3.1% | +5.1% | +6.4% |
| 1Y | +13.4% | +1.9% | +11.5% | +11.9% |
| 3Y | +68.5% | +41.9% | +26.6% | +45.3% |
| All | +97.2% | +31.0% | +66.2% | +71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling