+185.7%
GS vs WCC
+216.1%
-30.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | -1.3% |
| 7D | +0.9% | +4.5% | -3.5% | -0.7% |
| 30D | -1.6% | -5.8% | +4.2% | +0.4% |
| 3M | -4.5% | -3.7% | -0.8% | -3.8% |
| 6M | +20.9% | +23.1% | -2.2% | +10.6% |
| YTD | +19.9% | +44.2% | -24.3% | +3.4% |
| 1Y | +41.4% | +62.1% | -20.7% | +16.3% |
| 3Y | +239.2% | +121.1% | +118.0% | +138.7% |
| All | +185.7% | +216.1% | -30.3% | +61.9% |
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