+401.3%
GH vs WCC
+493.4%
-92.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.6% | -1.2% |
| 7D | -0.1% | +4.5% | -4.5% | -1.7% |
| 30D | -1.1% | -5.8% | +4.7% | +0.8% |
| 3M | +21.3% | -3.7% | +25.0% | +21.4% |
| 6M | +73.5% | +23.1% | +50.5% | +57.5% |
| YTD | +58.0% | +44.2% | +13.9% | +35.0% |
| 1Y | +163.1% | +62.1% | +101.0% | +115.5% |
| 3Y | +361.0% | +121.1% | +239.9% | +229.2% |
| 5Y | +22.5% | +214.0% | -191.4% | -22.7% |
| All | +401.3% | +493.4% | -92.1% | +167.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling