+157.2%
GEN vs WCC
+431.3%
-274.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.6% |
| 7D | +2.0% | +9.9% | -7.9% | +0.6% |
| 30D | +27.7% | -8.4% | +36.2% | +28.9% |
| 3M | +3.3% | -10.3% | +13.6% | +4.2% |
| 6M | +31.8% | -10.5% | +42.3% | +32.1% |
| YTD | +13.5% | +32.2% | -18.7% | +5.7% |
| 1Y | +16.0% | +25.5% | -9.5% | +8.9% |
| 3Y | +70.6% | +134.7% | -64.1% | +40.3% |
| 5Y | +32.1% | +139.9% | -107.8% | +5.7% |
| All | +157.2% | +431.3% | -274.1% | +81.1% |
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 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