+212.2%
GLD vs WEC
+178.6%
+33.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.8% |
| 7D | +4.9% | +0.2% | +4.7% | +4.9% |
| 30D | -1.3% | +12.9% | -14.2% | -2.7% |
| 3M | -4.8% | +9.8% | -14.5% | -5.9% |
| 6M | -12.5% | +6.7% | -19.2% | -13.3% |
| YTD | -4.2% | +14.0% | -18.2% | -5.9% |
| 1Y | +3.0% | +7.3% | -4.3% | +2.0% |
| 3Y | +109.1% | +63.8% | +45.3% | +96.3% |
| 5Y | +121.6% | +54.8% | +66.8% | +108.9% |
| 10Y | +212.2% | +185.7% | +26.5% | +164.7% |
| All | +212.2% | +178.6% | +33.6% | +164.7% |
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