+213.3%
GLD vs WCC
+509.2%
-295.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.2% | -1.8% |
| 7D | +0.7% | +8.5% | -7.7% | +0.5% |
| 30D | +0.3% | -1.0% | +1.3% | +0.3% |
| 3M | +0.6% | +2.1% | -1.5% | +0.5% |
| 6M | -15.6% | +36.8% | -52.4% | -16.3% |
| YTD | +0.9% | +47.7% | -46.9% | -0.1% |
| 1Y | +19.4% | +66.5% | -47.1% | +18.0% |
| 3Y | +124.5% | +134.2% | -9.7% | +119.9% |
| 5Y | +138.9% | +231.6% | -92.7% | +132.1% |
| 10Y | +213.3% | +508.1% | -294.8% | +193.4% |
| All | +213.3% | +509.2% | -295.9% | +193.4% |
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