-2.7%
GFS vs WCC
+195.2%
-197.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.7% | -1.6% |
| 7D | +2.6% | +8.5% | -5.8% | -2.0% |
| 30D | -16.4% | -1.0% | -15.4% | -16.0% |
| 3M | -41.6% | +2.1% | -43.7% | -42.4% |
| 6M | -3.7% | +36.8% | -40.5% | -18.7% |
| YTD | +29.3% | +47.7% | -18.4% | +4.6% |
| 1Y | +37.1% | +66.5% | -29.4% | +3.8% |
| 3Y | -22.1% | +134.2% | -156.3% | -54.1% |
| All | -2.7% | +195.2% | -197.9% | -52.6% |
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