+140.2%
GS vs WCC
+112.3%
+27.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -9.6% | +3.2% | -2.9% |
| 7D | -6.3% | -21.9% | +15.5% | +1.8% |
| 30D | -3.1% | -25.4% | +22.3% | +6.8% |
| 3M | -17.7% | -23.1% | +5.5% | -10.5% |
| 6M | -4.6% | -18.1% | +13.5% | +0.8% |
| YTD | +0.3% | +17.7% | -17.4% | -7.8% |
| 1Y | +11.7% | +12.4% | -0.7% | +4.4% |
| 3Y | +183.6% | +105.9% | +77.7% | +104.0% |
| All | +140.2% | +112.3% | +27.9% | +59.4% |
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