-34.7%
GFS vs WCN
+45.6%
-80.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.4% | +7.6% | +6.5% |
| 7D | -7.8% | +2.9% | -10.7% | -8.4% |
| 30D | -19.7% | +22.1% | -41.8% | -23.5% |
| 3M | -23.1% | +13.2% | -36.3% | -25.4% |
| 6M | -46.4% | +23.7% | -70.1% | -50.0% |
| YTD | +11.0% | +8.7% | +2.3% | +8.6% |
| 1Y | +12.6% | +15.3% | -2.7% | +6.7% |
| 3Y | -24.9% | +46.0% | -71.0% | -40.4% |
| All | -34.7% | +45.6% | -80.3% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling