+816.6%
GLD vs WCN
+1,804.5%
-987.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.8% |
| 7D | -0.5% | -0.6% | +0.1% | -0.5% |
| 30D | +4.4% | +0.4% | +4.0% | +4.4% |
| 3M | -1.1% | +7.3% | -8.4% | -1.2% |
| 6M | -13.8% | -2.5% | -11.3% | -13.7% |
| YTD | +2.6% | -5.4% | +8.0% | +2.7% |
| 1Y | +24.5% | -8.5% | +33.0% | +24.7% |
| 3Y | +125.8% | +20.8% | +105.0% | +125.5% |
| 5Y | +137.8% | +30.0% | +107.8% | +137.4% |
| 10Y | +221.4% | +238.4% | -17.0% | +223.8% |
| All | +816.6% | +1,804.5% | -987.9% | +838.7% |
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