-33.4%
GLXY vs WCC
+92.3%
-125.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | +16.9% | +14.2% | +2.7% | +3.5% |
| 30D | -23.0% | -9.8% | -13.1% | -13.5% |
| 3M | -28.0% | -10.1% | -17.9% | -19.1% |
| 6M | -51.6% | -9.4% | -42.2% | -46.2% |
| YTD | -32.1% | +34.4% | -66.5% | -45.1% |
| 1Y | -51.5% | +23.3% | -74.7% | -58.0% |
| All | -33.4% | +92.3% | -125.7% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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