+643.2%
GEV vs WCN
-2.9%
+646.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.2% | +3.1% |
| 7D | +8.1% | -0.4% | +8.5% | +8.1% |
| 30D | -1.9% | -2.1% | +0.2% | -1.9% |
| 3M | +4.1% | +6.4% | -2.3% | +2.8% |
| 6M | +23.2% | -3.7% | +26.9% | +24.4% |
| YTD | +48.9% | -6.4% | +55.2% | +51.7% |
| 1Y | +62.2% | -7.9% | +70.1% | +66.6% |
| All | +643.2% | -2.9% | +646.1% | +700.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling