+606.9%
GEV vs WCN
-5.1%
+612.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.7% | -2.8% |
| 7D | -1.9% | -4.4% | +2.5% | -1.9% |
| 30D | -8.7% | -4.4% | -4.3% | -8.7% |
| 3M | +6.6% | +0.5% | +6.1% | +6.0% |
| 6M | +10.2% | -3.3% | +13.5% | +10.5% |
| YTD | +41.6% | -8.5% | +50.1% | +44.3% |
| 1Y | +43.9% | -8.9% | +52.8% | +47.0% |
| All | +606.9% | -5.1% | +612.1% | +661.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling