+33.1%
GDDY vs WCC
+130.1%
-97.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -2.0% | +1.5% |
| 7D | -3.2% | +1.5% | -4.7% | -3.3% |
| 30D | +6.8% | -2.1% | +8.9% | +6.9% |
| 3M | +30.5% | +3.8% | +26.6% | +29.6% |
| 6M | +13.3% | +35.0% | -21.7% | +7.2% |
| YTD | -21.0% | +46.4% | -67.3% | -26.7% |
| 1Y | -34.0% | +63.0% | -97.0% | -40.2% |
| 3Y | +33.1% | +133.9% | -100.9% | +0.2% |
| All | +33.1% | +130.1% | -97.0% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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