-20.1%
GFS vs WCN
+52.1%
-72.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +7.4% | +2.6% | +4.8% | +7.7% |
| 30D | -15.3% | +23.9% | -39.2% | -13.6% |
| 3M | -21.1% | +17.4% | -38.5% | -19.7% |
| 6M | -44.5% | +28.0% | -72.5% | -44.2% |
| YTD | +19.2% | +11.6% | +7.7% | +23.4% |
| 1Y | +27.2% | +16.9% | +10.4% | +29.6% |
| 3Y | -20.1% | +51.6% | -71.7% | -36.2% |
| All | -20.1% | +52.1% | -72.2% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling