+620.7%
GEV vs WCC
+111.2%
+509.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -2.4% |
| 7D | +3.3% | +4.5% | -1.2% | +0.4% |
| 30D | -7.5% | -5.8% | -1.7% | -4.1% |
| 3M | -2.2% | -3.7% | +1.5% | -0.2% |
| 6M | +12.1% | +23.1% | -11.0% | -2.9% |
| YTD | +44.4% | +44.2% | +0.2% | +11.7% |
| 1Y | +57.7% | +62.1% | -4.4% | +12.4% |
| All | +620.7% | +111.2% | +509.5% | +344.9% |
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 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