+561.8%
GWW vs WCN
+235.9%
+325.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -3.4% | -3.1% | -0.2% | -1.7% |
| 30D | -1.9% | -3.4% | +1.5% | -0.1% |
| 3M | -2.4% | +3.0% | -5.4% | -4.3% |
| 6M | +15.7% | -3.8% | +19.5% | +17.2% |
| YTD | +27.6% | -8.3% | +35.9% | +32.6% |
| 1Y | +27.2% | -9.7% | +36.9% | +33.0% |
| 3Y | +89.7% | +17.2% | +72.5% | +66.8% |
| 5Y | +223.9% | +25.3% | +198.6% | +169.6% |
| All | +561.8% | +235.9% | +325.9% | +239.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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