+755.2%
GLD vs WCN
+2,099.4%
-1,344.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.9% |
| 7D | +4.9% | +1.2% | +3.8% | +4.9% |
| 30D | -1.3% | +24.6% | -25.9% | -1.6% |
| 3M | -4.8% | +14.2% | -19.0% | -4.9% |
| 6M | -12.5% | +25.7% | -38.2% | -12.8% |
| YTD | -4.2% | +9.3% | -13.5% | -4.3% |
| 1Y | +3.0% | +15.3% | -12.3% | +2.8% |
| 3Y | +109.1% | +48.6% | +60.5% | +108.3% |
| 5Y | +121.6% | +46.9% | +74.6% | +120.7% |
| 10Y | +212.2% | +298.1% | -85.9% | +214.1% |
| All | +755.2% | +2,099.4% | -1,344.3% | +774.1% |
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