+24.4%
GH vs WEC
+30.7%
-6.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +2.0% | +1.3% |
| 7D | -0.2% | +0.4% | -0.6% | -0.3% |
| 30D | -2.6% | +0.9% | -3.5% | -3.0% |
| 3M | +25.1% | -5.3% | +30.4% | +26.4% |
| 6M | +78.5% | -6.6% | +85.1% | +80.9% |
| YTD | +59.4% | +3.3% | +56.1% | +57.3% |
| 1Y | +173.9% | +2.1% | +171.8% | +169.7% |
| 3Y | +382.7% | +39.6% | +343.2% | +314.7% |
| 5Y | +24.4% | +31.2% | -6.8% | +14.9% |
| All | +24.4% | +30.7% | -6.3% | +14.9% |
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