+478.5%
GS vs WCC
+492.1%
-13.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +8.1% | -3.5% | +1.5% |
| 7D | +0.8% | -5.7% | +6.5% | +2.6% |
| 30D | +1.2% | -13.5% | +14.7% | +6.3% |
| 3M | -12.4% | -12.9% | +0.5% | -8.6% |
| 6M | -2.3% | -10.7% | +8.3% | +0.2% |
| YTD | +4.6% | +30.0% | -25.4% | -8.5% |
| 1Y | +17.5% | +24.7% | -7.2% | +4.4% |
| 3Y | +202.0% | +136.6% | +65.5% | +95.7% |
| 5Y | +152.4% | +143.9% | +8.5% | +50.2% |
| 10Y | +478.5% | +465.9% | +12.6% | +94.0% |
| All | +478.5% | +492.1% | -13.5% | +94.0% |
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