-16.4%
GFS vs WEC
+52.9%
-69.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.1% | +8.3% | +6.4% |
| 7D | -7.8% | -0.2% | -7.7% | -7.9% |
| 30D | -19.7% | +12.3% | -32.0% | -20.9% |
| 3M | -23.1% | +8.3% | -31.4% | -23.9% |
| 6M | -46.4% | +3.5% | -49.8% | -46.8% |
| YTD | +11.0% | +12.7% | -1.7% | +8.5% |
| 1Y | +12.6% | +8.2% | +4.5% | +10.8% |
| 3Y | -24.9% | +55.9% | -80.8% | -32.2% |
| 5Y | -39.1% | +51.2% | -90.3% | -46.3% |
| All | -16.4% | +52.9% | -69.4% | -26.8% |
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