+205.6%
GLD vs WEC
+195.2%
+10.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -5.5% | -0.7% | -4.8% | -5.4% |
| 30D | -7.0% | +11.0% | -18.0% | -8.2% |
| 3M | -12.4% | +8.6% | -21.0% | -13.2% |
| 6M | -18.0% | +6.2% | -24.2% | -18.7% |
| YTD | -10.5% | +14.3% | -24.7% | -12.0% |
| 1Y | -8.1% | +8.4% | -16.4% | -9.1% |
| 3Y | +97.7% | +62.9% | +34.8% | +85.8% |
| 5Y | +103.4% | +55.8% | +47.6% | +91.8% |
| All | +205.6% | +195.2% | +10.4% | +159.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 10y: compounded portfolio wealth divided by compounded WEC 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…
10y analysis · Full analysis span regression · 6 months rolling