+371.1%
GH vs WCC
+444.1%
-73.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.4% | -1.4% |
| 7D | +0.6% | +9.9% | -9.4% | -2.8% |
| 30D | -6.9% | -8.4% | +1.5% | -4.2% |
| 3M | -4.9% | -10.3% | +5.4% | -2.1% |
| 6M | +54.1% | -10.5% | +64.5% | +56.8% |
| YTD | +48.5% | +32.2% | +16.3% | +29.8% |
| 1Y | +61.2% | +25.5% | +35.6% | +43.1% |
| 3Y | +570.3% | +134.7% | +435.7% | +369.4% |
| 5Y | +46.1% | +139.9% | -93.8% | -1.5% |
| All | +371.1% | +444.1% | -73.0% | +157.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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