-12.3%
GFS vs WCC
+159.7%
-172.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +8.1% | -3.2% | +0.3% |
| 7D | -3.1% | -5.7% | +2.6% | +0.1% |
| 30D | -16.0% | -13.5% | -2.6% | -9.0% |
| 3M | -24.7% | -12.9% | -11.8% | -19.0% |
| 6M | -45.1% | -10.7% | -34.5% | -41.5% |
| YTD | +16.5% | +30.0% | -13.5% | +0.9% |
| 1Y | +19.3% | +24.7% | -5.4% | +5.5% |
| 3Y | -20.0% | +136.6% | -156.5% | -53.0% |
| 5Y | -32.0% | +143.9% | -175.9% | -64.4% |
| All | -12.3% | +159.7% | -172.1% | -54.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling