+210.1%
WEC vs GDDY
+390.3%
-180.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.1% |
| 7D | -0.6% | -3.2% | +2.6% | -0.4% |
| 30D | -2.6% | +6.8% | -9.4% | -3.1% |
| 3M | -6.0% | +30.5% | -36.5% | -7.7% |
| 6M | -5.4% | +13.3% | -18.7% | -6.6% |
| YTD | +2.5% | -21.0% | +23.4% | +3.4% |
| 1Y | -0.7% | -34.0% | +33.3% | +1.4% |
| 3Y | +38.7% | +33.1% | +5.7% | +33.9% |
| 5Y | +31.7% | +30.3% | +1.3% | +26.4% |
| 10Y | +146.5% | +205.5% | -59.0% | +123.4% |
| All | +210.1% | +390.3% | -180.3% | +175.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 all: compounded portfolio wealth divided by compounded GDDY 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…
all analysis · Full analysis span regression · 6 months rolling