+40.8%
WEC vs GTLB
-8.4%
+49.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.4% | +6.4% | +0.9% |
| 7D | +0.8% | +4.6% | -3.8% | +1.0% |
| 30D | +0.3% | +21.0% | -20.7% | +0.9% |
| 3M | -2.9% | +51.7% | -54.6% | -1.8% |
| 6M | -5.9% | +89.3% | -95.2% | -4.2% |
| YTD | +4.1% | +25.6% | -21.5% | +5.5% |
| 1Y | +3.1% | -1.5% | +4.7% | +4.3% |
| 3Y | +40.8% | -9.9% | +50.7% | +39.5% |
| All | +40.8% | -8.4% | +49.2% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling