+1,704.0%
GS vs WCN
+4,037.4%
-2,333.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.1% |
| 7D | -3.2% | +2.9% | -6.1% | -4.1% |
| 30D | -2.4% | +22.1% | -24.5% | -9.0% |
| 3M | -15.7% | +13.2% | -28.9% | -19.5% |
| 6M | -6.8% | +23.7% | -30.5% | -14.1% |
| YTD | -0.1% | +8.7% | -8.8% | -4.3% |
| 1Y | +12.1% | +15.3% | -3.3% | +5.2% |
| 3Y | +185.8% | +46.0% | +139.8% | +145.8% |
| 5Y | +140.1% | +45.9% | +94.2% | +105.2% |
| 10Y | +505.2% | +311.1% | +194.2% | +274.6% |
| All | +1,704.0% | +4,037.4% | -2,333.4% | +555.3% |
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