+816.6%
GLD vs WEC
+1,127.8%
-311.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | -0.5% | -0.3% | -0.3% | -0.5% |
| 30D | +4.4% | -1.3% | +5.7% | +4.5% |
| 3M | -1.1% | -3.9% | +2.8% | -0.8% |
| 6M | -13.8% | -8.3% | -5.5% | -13.1% |
| YTD | +2.6% | +3.1% | -0.4% | +2.2% |
| 1Y | +24.5% | +1.9% | +22.6% | +24.1% |
| 3Y | +125.8% | +41.9% | +83.9% | +117.0% |
| 5Y | +137.8% | +30.8% | +107.0% | +129.7% |
| 10Y | +221.4% | +141.9% | +79.5% | +191.3% |
| All | +816.6% | +1,127.8% | -311.2% | +630.9% |
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