-0.8%
GFS vs WCN
+26.6%
-27.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.2% |
| 7D | +4.5% | -1.7% | +6.2% | +5.0% |
| 30D | -8.2% | -3.0% | -5.2% | -7.5% |
| 3M | -38.9% | +2.5% | -41.4% | -40.0% |
| 6M | -2.9% | -5.7% | +2.8% | -1.7% |
| YTD | +31.8% | -7.4% | +39.2% | +34.1% |
| 1Y | +43.1% | -8.6% | +51.8% | +46.1% |
| 3Y | -20.6% | +19.4% | -40.0% | -33.1% |
| All | -0.8% | +26.6% | -27.5% | -24.4% |
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