+37.1%
GFS vs WCN
-8.2%
+45.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | -0.7% |
| 7D | +2.6% | -0.4% | +3.1% | +2.4% |
| 30D | -16.4% | -2.1% | -14.3% | -17.2% |
| 3M | -41.6% | +6.4% | -48.0% | -40.5% |
| 6M | -3.7% | -3.7% | 0.0% | -2.1% |
| YTD | +29.3% | -6.4% | +35.7% | +31.1% |
| 1Y | +37.1% | -7.9% | +45.1% | +47.5% |
| All | +37.1% | -8.2% | +45.3% | +47.5% |
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