+390.3%
GDDY vs WCC
+426.3%
-35.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -2.0% | +1.0% |
| 7D | -3.2% | +1.5% | -4.7% | -3.6% |
| 30D | +6.8% | -2.1% | +8.9% | +6.8% |
| 3M | +30.5% | +3.8% | +26.6% | +27.9% |
| 6M | +13.3% | +35.0% | -21.7% | +3.4% |
| YTD | -21.0% | +46.4% | -67.3% | -29.7% |
| 1Y | -34.0% | +63.0% | -97.0% | -43.0% |
| 3Y | +33.1% | +133.9% | -100.9% | +0.3% |
| 5Y | +30.3% | +226.5% | -196.2% | -13.6% |
| 10Y | +205.5% | +536.5% | -331.0% | +40.6% |
| All | +390.3% | +426.3% | -35.9% | +138.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling