-16.4%
GFS vs WCC
+140.2%
-156.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.2% | +4.0% | +5.0% |
| 7D | -7.8% | -14.7% | +6.9% | +0.8% |
| 30D | -19.7% | -20.1% | +0.4% | -9.1% |
| 3M | -23.1% | -21.2% | -2.0% | -12.6% |
| 6M | -46.4% | -19.2% | -27.2% | -39.6% |
| YTD | +11.0% | +20.2% | -9.2% | +0.6% |
| 1Y | +12.6% | +14.5% | -1.8% | +4.5% |
| 3Y | -24.9% | +115.1% | -140.1% | -53.5% |
| 5Y | -39.1% | +121.5% | -160.6% | -66.5% |
| All | -16.4% | +140.2% | -156.6% | -54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling