+238.7%
GM vs WCC
+691.1%
-452.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.7% | -3.3% |
| 7D | +0.4% | +8.5% | -8.1% | -3.2% |
| 30D | -1.8% | -1.0% | -0.9% | -1.8% |
| 3M | +2.6% | +2.1% | +0.5% | +0.2% |
| 6M | +14.6% | +36.8% | -22.3% | -2.9% |
| YTD | +6.2% | +47.7% | -41.5% | -13.5% |
| 1Y | +48.7% | +66.5% | -17.8% | +13.6% |
| 3Y | +168.3% | +134.2% | +34.2% | +61.0% |
| 5Y | +82.8% | +231.6% | -148.9% | -12.2% |
| 10Y | +226.2% | +508.1% | -281.9% | -1.1% |
| All | +238.7% | +691.1% | -452.4% | -19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling