+75.8%
GM vs WCC
+223.5%
-147.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.6% | -4.2% | -1.9% |
| 7D | -2.4% | +1.4% | -3.8% | -3.1% |
| 30D | -1.1% | -2.3% | +1.2% | -0.7% |
| 3M | +6.1% | +3.7% | +2.5% | +3.4% |
| 6M | +15.0% | +34.8% | -19.8% | +0.2% |
| YTD | +6.0% | +46.1% | -40.2% | -10.9% |
| 1Y | +47.1% | +62.7% | -15.7% | +17.5% |
| 3Y | +170.5% | +133.6% | +36.9% | +70.7% |
| All | +75.8% | +223.5% | -147.8% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling