-30.1%
GFS vs WCN
+48.0%
-78.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +7.4% | +2.6% | +4.8% | +6.9% |
| 30D | -15.3% | +23.9% | -39.2% | -19.5% |
| 3M | -21.1% | +17.4% | -38.5% | -24.0% |
| 6M | -44.5% | +28.0% | -72.5% | -48.7% |
| YTD | +19.2% | +11.6% | +7.7% | +16.0% |
| 1Y | +27.2% | +16.9% | +10.4% | +20.7% |
| 3Y | -20.1% | +51.6% | -71.7% | -37.5% |
| All | -30.1% | +48.0% | -78.1% | -48.9% |
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