+1,710.5%
GS vs WEC
+2,058.7%
-348.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.2% | -6.5% | -6.4% |
| 7D | -6.3% | +3.2% | -9.6% | -7.5% |
| 30D | -3.1% | +14.7% | -17.8% | -8.4% |
| 3M | -17.7% | +10.2% | -27.9% | -21.0% |
| 6M | -4.6% | +4.5% | -9.0% | -6.8% |
| YTD | +0.3% | +15.1% | -14.8% | -6.1% |
| 1Y | +11.7% | +9.4% | +2.3% | +6.7% |
| 3Y | +183.6% | +56.9% | +126.7% | +130.2% |
| 5Y | +141.0% | +54.4% | +86.5% | +94.0% |
| 10Y | +507.4% | +183.5% | +323.9% | +247.2% |
| All | +1,710.5% | +2,058.7% | -348.1% | +365.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling