+208.4%
GLD vs WEC
+186.5%
+21.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +2.8% | +1.4% | +1.4% | +2.7% |
| 30D | -4.0% | +12.8% | -16.7% | -5.3% |
| 3M | -8.2% | +11.2% | -19.5% | -9.4% |
| 6M | -14.8% | +6.6% | -21.5% | -15.6% |
| YTD | -6.8% | +13.8% | -20.6% | -8.4% |
| 1Y | -2.4% | +7.6% | -10.0% | -3.4% |
| 3Y | +105.8% | +62.2% | +43.6% | +93.4% |
| 5Y | +113.3% | +52.0% | +61.4% | +101.5% |
| 10Y | +208.4% | +189.4% | +19.1% | +161.5% |
| All | +208.4% | +186.5% | +21.9% | +161.5% |
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