+35.8%
GFS vs WEC
+1.8%
+34.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.4% |
| 7D | +1.0% | -0.3% | +1.3% | +1.0% |
| 30D | -8.6% | -1.3% | -7.3% | -8.8% |
| 3M | -46.5% | -3.9% | -42.6% | -47.5% |
| 6M | -4.8% | -8.3% | +3.5% | -6.6% |
| YTD | +29.7% | +3.1% | +26.6% | +28.0% |
| 1Y | +35.8% | +1.9% | +33.9% | +27.7% |
| All | +35.8% | +1.8% | +34.1% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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