+96.9%
GLD vs WCC
+134.5%
-37.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +0.3% |
| 7D | -4.6% | +9.9% | -14.5% | -5.3% |
| 30D | -5.5% | -8.4% | +3.0% | -5.0% |
| 3M | -10.9% | -10.3% | -0.6% | -10.4% |
| 6M | -17.4% | -10.5% | -7.0% | -17.1% |
| YTD | -10.3% | +32.2% | -42.5% | -11.8% |
| 1Y | -7.2% | +25.5% | -32.7% | -8.6% |
| 3Y | +96.9% | +134.7% | -37.8% | +87.9% |
| All | +96.9% | +134.5% | -37.5% | +87.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling