-10.3%
GFS vs WEC
+56.5%
-66.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -2.8% |
| 7D | +7.4% | +2.3% | +5.1% | +7.2% |
| 30D | -15.3% | +11.1% | -26.3% | -16.3% |
| 3M | -21.1% | +8.4% | -29.5% | -21.9% |
| 6M | -44.5% | +7.5% | -52.0% | -45.1% |
| YTD | +19.2% | +15.3% | +3.9% | +16.3% |
| 1Y | +27.2% | +9.7% | +17.5% | +25.1% |
| 3Y | -20.1% | +64.7% | -84.8% | -28.6% |
| 5Y | -25.6% | +57.3% | -82.9% | -35.8% |
| All | -10.3% | +56.5% | -66.8% | -21.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling