+322.5%
WCN vs GPC
+74.9%
+247.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +2.6% | +0.4% | +2.2% | +2.5% |
| 30D | +23.9% | -6.3% | +30.2% | +25.9% |
| 3M | +17.4% | -8.2% | +25.6% | +19.8% |
| 6M | +28.0% | +27.1% | +0.9% | +19.8% |
| YTD | +11.6% | +3.1% | +8.4% | +9.2% |
| 1Y | +16.9% | +0.1% | +16.8% | +15.3% |
| 3Y | +51.6% | +0.2% | +51.4% | +45.4% |
| 5Y | +48.0% | +4.9% | +43.1% | +38.0% |
| All | +322.5% | +74.9% | +247.6% | +219.8% |
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