-40.1%
GLXY vs WCC
+72.0%
-112.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.2% | +3.1% | +3.2% |
| 7D | -14.6% | -14.7% | +0.1% | +0.4% |
| 30D | -36.2% | -20.1% | -16.1% | -19.9% |
| 3M | -30.1% | -21.2% | -8.9% | -11.6% |
| 6M | -56.1% | -19.2% | -36.9% | -45.7% |
| YTD | -38.9% | +20.2% | -59.1% | -45.2% |
| 1Y | -55.0% | +14.5% | -69.5% | -57.8% |
| All | -40.1% | +72.0% | -112.1% | -55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling