-12.3%
GFS vs WCN
+49.5%
-61.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.5% | +4.4% | +4.8% |
| 7D | -3.1% | +1.2% | -4.3% | -3.4% |
| 30D | -16.0% | +24.6% | -40.6% | -20.5% |
| 3M | -24.7% | +14.2% | -38.9% | -27.1% |
| 6M | -45.1% | +25.7% | -70.8% | -49.2% |
| YTD | +16.5% | +9.3% | +7.2% | +13.7% |
| 1Y | +19.3% | +15.3% | +4.0% | +13.2% |
| 3Y | -20.0% | +48.6% | -68.5% | -37.0% |
| 5Y | -32.0% | +46.9% | -78.9% | -49.9% |
| All | -12.3% | +49.5% | -61.9% | -35.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling