+231.1%
GM vs WCC
+541.6%
-310.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -2.2% |
| 7D | -2.4% | +1.5% | -4.0% | -3.2% |
| 30D | -1.1% | -2.1% | +1.0% | -0.7% |
| 3M | +6.1% | +3.8% | +2.3% | +2.8% |
| 6M | +15.0% | +35.0% | -20.0% | -1.9% |
| YTD | +6.0% | +46.4% | -40.4% | -13.2% |
| 1Y | +47.1% | +63.0% | -15.9% | +13.6% |
| 3Y | +170.5% | +133.9% | +36.6% | +62.3% |
| 5Y | +80.5% | +226.5% | -146.0% | -13.4% |
| All | +231.1% | +541.6% | -310.5% | -7.5% |
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 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