+27.4%
WEC vs GGLL
+217.5%
-190.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | 0.0% |
| 7D | -0.7% | +11.5% | -12.2% | -0.7% |
| 30D | +11.0% | -31.2% | +42.2% | +10.9% |
| 3M | +8.6% | -28.7% | +37.3% | +8.5% |
| 6M | +6.2% | -47.2% | +53.4% | +6.3% |
| YTD | +14.3% | -24.3% | +38.5% | +14.0% |
| 1Y | +8.4% | -12.0% | +20.4% | +7.9% |
| 3Y | +62.9% | +169.6% | -106.8% | +52.6% |
| All | +27.4% | +217.5% | -190.1% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling