+371.1%
GH vs WEC
+130.1%
+241.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -3.0% | -2.3% |
| 7D | +0.6% | +2.3% | -1.8% | 0.0% |
| 30D | -6.9% | +11.1% | -18.0% | -9.6% |
| 3M | -4.9% | +8.4% | -13.4% | -7.2% |
| 6M | +54.1% | +7.5% | +46.6% | +50.5% |
| YTD | +48.5% | +15.3% | +33.2% | +41.9% |
| 1Y | +61.2% | +9.7% | +51.4% | +56.2% |
| 3Y | +570.3% | +64.7% | +505.7% | +460.4% |
| 5Y | +46.1% | +57.3% | -11.1% | +23.3% |
| All | +371.1% | +130.1% | +241.0% | +258.3% |
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