-7.8%
GFS vs WCN
+52.6%
-60.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | +17.2% | +1.2% | +16.0% | +17.0% |
| 30D | -8.7% | +26.4% | -35.2% | -13.8% |
| 3M | -19.7% | +17.5% | -37.2% | -22.7% |
| 6M | -40.7% | +28.7% | -69.4% | -45.3% |
| YTD | +22.5% | +11.5% | +11.0% | +19.2% |
| 1Y | +25.2% | +15.9% | +9.4% | +19.3% |
| 3Y | -17.7% | +51.6% | -69.2% | -35.5% |
| 5Y | -23.5% | +47.9% | -71.5% | -43.4% |
| All | -7.8% | +52.6% | -60.4% | -32.8% |
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