+57.7%
GEV vs WCN
-8.7%
+66.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | -0.4% |
| 7D | +3.3% | -0.6% | +3.9% | +3.0% |
| 30D | -7.5% | +0.4% | -7.9% | -7.3% |
| 3M | -2.2% | +7.3% | -9.5% | -0.3% |
| 6M | +12.1% | -2.5% | +14.6% | +13.3% |
| YTD | +44.4% | -5.4% | +49.8% | +45.2% |
| 1Y | +57.7% | -8.5% | +66.1% | +60.6% |
| All | +57.7% | -8.7% | +66.4% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 1y: compounded portfolio wealth divided by compounded WCN 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…
1y analysis · Full analysis span regression · 6 months rolling