+739.4%
GLD vs WCN
+2,088.4%
-1,349.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.8% |
| 7D | +4.7% | +2.9% | +1.8% | +4.7% |
| 30D | -0.9% | +22.1% | -23.0% | -1.2% |
| 3M | -4.4% | +13.2% | -17.6% | -4.6% |
| 6M | -13.6% | +23.7% | -37.3% | -13.9% |
| YTD | -6.0% | +8.7% | -14.7% | -6.1% |
| 1Y | +1.8% | +15.3% | -13.6% | +1.5% |
| 3Y | +103.2% | +46.0% | +57.2% | +102.4% |
| 5Y | +119.3% | +45.9% | +73.4% | +118.5% |
| 10Y | +199.5% | +311.1% | -111.6% | +201.4% |
| All | +739.4% | +2,088.4% | -1,349.1% | +758.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling