+56.4%
WEC vs GTLB
-49.4%
+105.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | 0.0% | +0.9% |
| 7D | +2.3% | -0.7% | +3.1% | +2.3% |
| 30D | +11.1% | -10.2% | +21.3% | +11.0% |
| 3M | +8.4% | +10.1% | -1.7% | +8.5% |
| 6M | +7.5% | +116.5% | -109.0% | +7.5% |
| YTD | +15.3% | +27.2% | -11.8% | +15.6% |
| 1Y | +9.7% | +8.6% | +1.2% | +10.0% |
| 3Y | +64.7% | +5.6% | +59.1% | +64.2% |
| 5Y | +57.3% | -61.8% | +119.1% | +55.7% |
| All | +56.4% | -49.4% | +105.8% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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