+458.9%
GS vs WEC
+190.8%
+268.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | -0.1% | -0.5% | +0.4% | 0.0% |
| 30D | +3.7% | +12.0% | -8.3% | +0.6% |
| 3M | -10.0% | +11.1% | -21.0% | -12.5% |
| 6M | -1.0% | +6.0% | -7.0% | -2.8% |
| YTD | +7.0% | +14.3% | -7.3% | +2.6% |
| 1Y | +16.6% | +8.0% | +8.6% | +13.6% |
| 3Y | +204.4% | +62.8% | +141.6% | +161.3% |
| 5Y | +160.0% | +55.3% | +104.7% | +125.0% |
| 10Y | +458.9% | +193.2% | +265.7% | +457.9% |
| All | +458.9% | +190.8% | +268.1% | +457.9% |
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