+230.7%
GM vs WCN
+953.2%
-722.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.8% |
| 7D | -1.1% | -1.7% | +0.6% | -0.2% |
| 30D | -4.6% | -3.0% | -1.6% | -3.1% |
| 3M | +0.2% | +2.5% | -2.3% | -1.6% |
| 6M | +12.6% | -5.7% | +18.3% | +14.7% |
| YTD | +3.7% | -7.4% | +11.1% | +6.0% |
| 1Y | +45.6% | -8.6% | +54.3% | +49.6% |
| 3Y | +162.0% | +19.4% | +142.6% | +125.1% |
| 5Y | +80.5% | +27.2% | +53.3% | +47.9% |
| 10Y | +231.3% | +238.5% | -7.2% | +54.7% |
| All | +230.7% | +953.2% | -722.5% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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