+561.8%
GWW vs WCC
+540.7%
+21.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.9% | -0.4% |
| 7D | -3.4% | +1.4% | -4.7% | -3.8% |
| 30D | -1.9% | -2.3% | +0.4% | -1.5% |
| 3M | -2.4% | +3.7% | -6.1% | -4.4% |
| 6M | +15.7% | +34.8% | -19.1% | +3.2% |
| YTD | +27.6% | +46.1% | -18.5% | +10.5% |
| 1Y | +27.2% | +62.7% | -35.6% | +5.7% |
| 3Y | +89.7% | +133.6% | -43.9% | +31.8% |
| 5Y | +223.9% | +226.1% | -2.1% | +88.2% |
| All | +561.8% | +540.7% | +21.1% | +181.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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