+17.7%
GFS vs WCN
+16.1%
+1.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.8% | -8.7% | -4.4% |
| 7D | -12.5% | +6.7% | -19.2% | -9.2% |
| 30D | -16.9% | +24.3% | -41.2% | -6.4% |
| 3M | -22.3% | +16.1% | -38.4% | -15.4% |
| 6M | -40.2% | +19.9% | -60.2% | -33.3% |
| YTD | +16.0% | +10.1% | +5.9% | +27.7% |
| 1Y | +17.7% | +14.4% | +3.2% | +31.5% |
| All | +17.7% | +16.1% | +1.6% | +31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling