+632.4%
GEV vs WCC
+114.4%
+518.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.7% | -0.1% | +1.3% |
| 7D | +1.6% | +1.5% | +0.1% | +0.7% |
| 30D | -7.9% | -2.1% | -5.8% | -6.8% |
| 3M | +5.6% | +3.8% | +1.8% | +2.9% |
| 6M | +13.1% | +35.0% | -21.9% | -7.6% |
| YTD | +46.7% | +46.4% | +0.4% | +12.5% |
| 1Y | +51.3% | +63.0% | -11.7% | +7.7% |
| All | +632.4% | +114.4% | +518.0% | +348.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling