-29.3%
GFS vs WEC
+57.1%
-86.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.2% | -10.0% | -9.9% |
| 7D | -20.7% | +3.2% | -23.9% | -20.5% |
| 30D | -25.2% | +14.7% | -39.9% | -24.7% |
| 3M | -26.3% | +10.2% | -36.5% | -25.9% |
| 6M | -50.7% | +4.5% | -55.2% | -50.6% |
| YTD | +4.5% | +15.1% | -10.6% | +4.3% |
| 1Y | +2.5% | +9.4% | -6.9% | +2.5% |
| All | -29.3% | +57.1% | -86.4% | -32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling