+3,978.4%
WEC vs GWW
+14,492.5%
-10,514.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | -0.3% | +1.4% | -1.7% | -0.5% |
| 30D | -1.3% | +3.3% | -4.6% | -1.9% |
| 3M | -3.9% | +2.9% | -6.9% | -4.5% |
| 6M | -8.3% | +15.8% | -24.1% | -10.9% |
| YTD | +3.1% | +32.0% | -29.0% | -2.3% |
| 1Y | +1.9% | +29.9% | -28.0% | -3.2% |
| 3Y | +41.9% | +91.1% | -49.2% | +24.7% |
| 5Y | +30.8% | +223.9% | -193.1% | +3.8% |
| 10Y | +141.9% | +567.0% | -425.1% | +65.1% |
| All | +3,978.4% | +14,492.5% | -10,514.1% | +1,684.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling