+205.0%
GLD vs WEC
+176.2%
+28.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.6% |
| 7D | +4.7% | -0.2% | +4.9% | +4.7% |
| 30D | -0.9% | +12.3% | -13.2% | -2.3% |
| 3M | -4.4% | +8.3% | -12.7% | -5.4% |
| 6M | -13.6% | +3.5% | -17.0% | -14.0% |
| YTD | -6.0% | +12.7% | -18.7% | -7.5% |
| 1Y | +1.8% | +8.2% | -6.4% | +0.6% |
| 3Y | +103.2% | +55.9% | +47.3% | +91.8% |
| 5Y | +119.3% | +51.2% | +68.1% | +107.3% |
| All | +205.0% | +176.2% | +28.7% | +165.0% |
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