+486.7%
GS vs WEC
+176.2%
+310.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.2% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | -2.4% | +12.3% | -14.7% | -5.3% |
| 3M | -15.7% | +8.3% | -24.0% | -17.5% |
| 6M | -6.8% | +3.5% | -10.2% | -7.9% |
| YTD | -0.1% | +12.7% | -12.8% | -3.7% |
| 1Y | +12.1% | +8.2% | +3.9% | +9.1% |
| 3Y | +185.8% | +55.9% | +129.9% | +149.4% |
| 5Y | +140.1% | +51.2% | +88.8% | +110.1% |
| All | +486.7% | +176.2% | +310.5% | +504.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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