+141.0%
GS vs WEC
+56.3%
+84.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.2% | -6.5% | -6.4% |
| 7D | -6.3% | +3.2% | -9.6% | -7.0% |
| 30D | -3.1% | +14.7% | -17.8% | -6.2% |
| 3M | -17.7% | +10.2% | -27.9% | -19.5% |
| 6M | -4.6% | +4.5% | -9.0% | -5.8% |
| YTD | +0.3% | +15.1% | -14.8% | -3.9% |
| 1Y | +11.7% | +9.4% | +2.3% | +8.6% |
| 3Y | +183.6% | +56.9% | +126.7% | +144.1% |
| 5Y | +141.0% | +54.4% | +86.5% | +112.6% |
| All | +141.0% | +56.3% | +84.7% | +112.6% |
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