+437.1%
GS vs WCN
+322.0%
+115.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.9% |
| 7D | +5.1% | +1.2% | +4.0% | +4.5% |
| 30D | +2.4% | +26.4% | -24.0% | -9.4% |
| 3M | -11.5% | +17.5% | -29.0% | -18.8% |
| 6M | -2.5% | +28.7% | -31.3% | -15.8% |
| YTD | +5.5% | +11.5% | -6.1% | -2.2% |
| 1Y | +11.0% | +15.9% | -4.8% | +0.5% |
| 3Y | +200.1% | +51.6% | +148.5% | +124.8% |
| 5Y | +154.7% | +47.9% | +106.8% | +89.5% |
| All | +437.1% | +322.0% | +115.1% | +135.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling