+478.5%
GS vs WEC
+178.6%
+299.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.1% | +3.6% | +4.4% |
| 7D | +0.8% | +0.2% | +0.6% | +0.8% |
| 30D | +1.2% | +12.9% | -11.7% | -2.0% |
| 3M | -12.4% | +9.8% | -22.2% | -14.6% |
| 6M | -2.3% | +6.7% | -9.1% | -4.3% |
| YTD | +4.6% | +14.0% | -9.4% | +0.4% |
| 1Y | +17.5% | +7.3% | +10.2% | +14.6% |
| 3Y | +202.0% | +63.8% | +138.2% | +159.1% |
| 5Y | +152.4% | +54.8% | +97.6% | +118.8% |
| 10Y | +478.5% | +185.7% | +292.8% | +482.1% |
| All | +478.5% | +178.6% | +299.9% | +482.1% |
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