+155.6%
GS vs WEC
+56.3%
+99.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | +5.9% | +2.3% | +3.5% | +5.3% |
| 30D | +4.3% | +11.1% | -6.8% | +1.8% |
| 3M | -11.7% | +8.4% | -20.1% | -13.4% |
| 6M | -3.2% | +7.5% | -10.7% | -5.2% |
| YTD | +5.8% | +15.3% | -9.5% | +1.3% |
| 1Y | +16.0% | +9.7% | +6.3% | +12.7% |
| 3Y | +199.8% | +64.7% | +135.1% | +152.8% |
| All | +155.6% | +56.3% | +99.2% | +122.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling