+221.8%
GWW vs WCC
+211.6%
+10.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.7% | +0.2% |
| 7D | -3.1% | +1.7% | -4.8% | -3.6% |
| 30D | -2.3% | -6.1% | +3.7% | -1.0% |
| 3M | -3.3% | +3.1% | -6.4% | -4.8% |
| 6M | +15.4% | +28.2% | -12.9% | +6.4% |
| YTD | +26.7% | +41.1% | -14.3% | +13.7% |
| 1Y | +29.0% | +61.3% | -32.3% | +11.1% |
| 3Y | +89.0% | +123.6% | -34.7% | +42.0% |
| 5Y | +221.8% | +214.8% | +7.0% | +110.8% |
| All | +221.8% | +211.6% | +10.1% | +110.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling