+27.2%
GFS vs WEC
+9.5%
+17.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -2.3% |
| 7D | +7.4% | +2.3% | +5.1% | +8.3% |
| 30D | -15.3% | +11.1% | -26.3% | -12.4% |
| 3M | -21.1% | +8.4% | -29.5% | -19.1% |
| 6M | -44.5% | +7.5% | -52.0% | -43.9% |
| YTD | +19.2% | +15.3% | +3.9% | +23.0% |
| 1Y | +27.2% | +9.7% | +17.5% | +30.7% |
| All | +27.2% | +9.5% | +17.7% | +30.7% |
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