+197.9%
WEC vs GWW
+658.3%
-460.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.1% |
| 7D | +2.3% | +3.6% | -1.2% | +1.6% |
| 30D | +11.1% | +12.1% | -1.1% | +8.3% |
| 3M | +8.4% | +12.9% | -4.5% | +5.6% |
| 6M | +7.5% | +19.3% | -11.8% | +3.3% |
| YTD | +15.3% | +48.7% | -33.4% | +5.3% |
| 1Y | +9.7% | +60.5% | -50.8% | -1.6% |
| 3Y | +64.7% | +93.3% | -28.6% | +39.7% |
| 5Y | +57.3% | +219.0% | -161.7% | +16.9% |
| All | +197.9% | +658.3% | -460.4% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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