-38.5%
GFS vs WEC
+54.4%
-92.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.2% | -10.0% | -9.9% |
| 7D | -20.7% | +3.2% | -23.9% | -21.0% |
| 30D | -25.2% | +14.7% | -39.9% | -26.4% |
| 3M | -26.3% | +10.2% | -36.5% | -27.1% |
| 6M | -50.7% | +4.5% | -55.2% | -51.0% |
| YTD | +4.5% | +15.1% | -10.6% | +2.1% |
| 1Y | +2.5% | +9.4% | -6.9% | +0.9% |
| 3Y | -30.9% | +56.9% | -87.8% | -37.2% |
| All | -38.5% | +54.4% | -92.9% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling