+63.2%
WEC vs GTLB
+4.2%
+59.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.4% |
| 7D | -0.5% | -9.6% | +9.1% | -0.9% |
| 30D | +12.0% | -15.5% | +27.5% | +11.4% |
| 3M | +11.1% | +12.4% | -1.3% | +11.5% |
| 6M | +6.0% | +84.6% | -78.6% | +7.9% |
| YTD | +14.3% | +26.1% | -11.8% | +15.9% |
| 1Y | +8.0% | +1.7% | +6.3% | +9.3% |
| All | +63.2% | +4.2% | +59.0% | +60.2% |
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