+63.2%
WEC vs GGLL
+163.0%
-99.8%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | +0.5% |
| 7D | -0.5% | +2.9% | -3.4% | -0.4% |
| 30D | +12.0% | -33.1% | +45.1% | +10.7% |
| 3M | +11.1% | -31.2% | +42.3% | +9.9% |
| 6M | +6.0% | -49.4% | +55.3% | +4.3% |
| YTD | +14.3% | -26.8% | +41.1% | +13.8% |
| 1Y | +8.0% | -17.7% | +25.7% | +8.0% |
| All | +63.2% | +163.0% | -99.8% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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