+138.9%
GLD vs WCN
+30.9%
+108.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.6% |
| 7D | +0.7% | -0.4% | +1.2% | +0.8% |
| 30D | +0.3% | -2.1% | +2.4% | +0.5% |
| 3M | +0.6% | +6.4% | -5.8% | -0.1% |
| 6M | -15.6% | -3.7% | -11.9% | -15.2% |
| YTD | +0.9% | -6.4% | +7.2% | +1.6% |
| 1Y | +19.4% | -7.9% | +27.3% | +20.5% |
| 3Y | +124.5% | +20.8% | +103.7% | +120.5% |
| 5Y | +138.9% | +29.0% | +110.0% | +134.5% |
| All | +138.9% | +30.9% | +108.0% | +134.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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