+305.7%
WCN vs GPC
+85.0%
+220.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | +2.6% | +0.4% | +2.3% | +2.5% |
| 30D | +25.3% | -1.8% | +27.1% | +25.8% |
| 3M | +15.2% | -6.6% | +21.8% | +17.1% |
| 6M | +26.4% | +21.3% | +5.1% | +19.7% |
| YTD | +9.9% | +4.3% | +5.7% | +7.3% |
| 1Y | +16.2% | +3.3% | +12.9% | +13.7% |
| 3Y | +49.4% | +0.8% | +48.6% | +43.2% |
| 5Y | +46.2% | +7.4% | +38.8% | +35.5% |
| 10Y | +305.7% | +79.2% | +226.5% | +207.2% |
| All | +305.7% | +85.0% | +220.7% | +207.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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