+19.4%
GLD vs WCC
+64.4%
-45.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.2% | -2.2% |
| 7D | +0.7% | +8.5% | -7.7% | -0.8% |
| 30D | +0.3% | -1.0% | +1.3% | +0.4% |
| 3M | +0.6% | +2.1% | -1.5% | -0.2% |
| 6M | -15.6% | +36.8% | -52.4% | -20.9% |
| YTD | +0.9% | +47.7% | -46.9% | -6.8% |
| 1Y | +19.4% | +66.5% | -47.1% | +7.8% |
| All | +19.4% | +64.4% | -45.0% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling