-21.3%
GFS vs WEC
+56.2%
-77.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -26.5% |
| 3M | -26.3% | +10.2% | -36.5% | -27.2% |
| 6M | -50.7% | +4.5% | -55.2% | -51.1% |
| YTD | +4.5% | +15.1% | -10.6% | +2.0% |
| 1Y | +2.5% | +9.4% | -6.9% | +0.8% |
| 3Y | -30.9% | +56.9% | -87.8% | -37.4% |
| 5Y | -42.6% | +54.4% | -97.1% | -49.6% |
| All | -21.3% | +56.2% | -77.5% | -31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling