+38.7%
WEC vs GFI
+287.6%
-248.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | 0.0% |
| 7D | -0.6% | -4.9% | +4.3% | -0.3% |
| 30D | -2.6% | +10.7% | -13.4% | -3.2% |
| 3M | -6.0% | +25.6% | -31.7% | -7.3% |
| 6M | -5.4% | -8.3% | +2.8% | -5.3% |
| YTD | +2.5% | +6.3% | -3.8% | +1.3% |
| 1Y | -0.7% | +22.1% | -22.8% | -3.3% |
| 3Y | +38.7% | +289.2% | -250.5% | +16.0% |
| All | +38.7% | +287.6% | -248.9% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 3y: compounded portfolio wealth divided by compounded GFI 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…
3y analysis · Full analysis span regression · 6 months rolling