+746.1%
GLD vs WEC
+1,271.2%
-525.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +1.9% | +3.2% | -1.3% | +1.6% |
| 30D | -1.8% | +14.7% | -16.4% | -3.2% |
| 3M | -3.6% | +10.2% | -13.9% | -4.6% |
| 6M | -10.2% | +4.5% | -14.7% | -10.7% |
| YTD | -5.3% | +15.1% | -20.4% | -6.8% |
| 1Y | +2.5% | +9.4% | -7.0% | +1.3% |
| 3Y | +103.2% | +56.9% | +46.3% | +93.3% |
| 5Y | +121.1% | +54.4% | +66.6% | +110.1% |
| 10Y | +201.9% | +183.5% | +18.4% | +169.4% |
| All | +746.1% | +1,271.2% | -525.2% | +566.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling