+118.6%
GLD vs WCC
+117.0%
+1.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -0.9% |
| 7D | +4.7% | -14.7% | +19.4% | +5.4% |
| 30D | -0.9% | -20.1% | +19.2% | +0.1% |
| 3M | -4.4% | -21.2% | +16.8% | -3.5% |
| 6M | -13.6% | -19.2% | +5.6% | -12.9% |
| YTD | -6.0% | +20.2% | -26.2% | -6.5% |
| 1Y | +1.8% | +14.5% | -12.7% | +1.3% |
| 3Y | +103.2% | +115.1% | -12.0% | +100.0% |
| All | +118.6% | +117.0% | +1.6% | +114.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling