-2.4%
GFS vs WCN
+29.5%
-31.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.8% |
| 7D | +1.0% | -0.6% | +1.6% | +1.2% |
| 30D | -8.6% | +0.4% | -9.0% | -8.7% |
| 3M | -46.5% | +7.3% | -53.9% | -48.3% |
| 6M | -4.8% | -2.5% | -2.3% | -4.7% |
| YTD | +29.7% | -5.4% | +35.0% | +31.1% |
| 1Y | +35.8% | -8.5% | +44.3% | +39.4% |
| 3Y | -18.3% | +20.8% | -39.1% | -31.0% |
| All | -2.4% | +29.5% | -31.9% | -26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling