+27.2%
GFS vs WCN
+16.4%
+10.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +7.4% | +2.6% | +4.8% | +8.9% |
| 30D | -15.3% | +23.9% | -39.2% | -4.5% |
| 3M | -21.1% | +17.4% | -38.5% | -13.5% |
| 6M | -44.5% | +28.0% | -72.5% | -37.2% |
| YTD | +19.2% | +11.6% | +7.7% | +32.5% |
| 1Y | +27.2% | +16.9% | +10.4% | +44.7% |
| All | +27.2% | +16.4% | +10.8% | +44.7% |
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