+152.0%
GE vs WCC
+431.3%
-279.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +1.9% | +0.9% |
| 7D | +2.7% | +9.9% | -7.3% | -0.9% |
| 30D | +8.1% | -8.4% | +16.5% | +10.8% |
| 3M | -7.9% | -10.3% | +2.5% | -5.3% |
| 6M | +12.9% | -10.5% | +23.4% | +15.0% |
| YTD | +8.2% | +32.2% | -24.0% | -5.5% |
| 1Y | +9.7% | +25.5% | -15.9% | -2.7% |
| 3Y | +266.1% | +134.7% | +131.4% | +135.4% |
| 5Y | +407.4% | +139.9% | +267.5% | +201.6% |
| All | +152.0% | +431.3% | -279.4% | -14.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling