+4,464.3%
WEC vs GWW
+16,336.7%
-11,872.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.1% |
| 7D | +2.3% | +3.6% | -1.2% | +1.7% |
| 30D | +11.1% | +12.1% | -1.1% | +8.8% |
| 3M | +8.4% | +12.9% | -4.5% | +6.1% |
| 6M | +7.5% | +19.3% | -11.8% | +4.0% |
| YTD | +15.3% | +48.7% | -33.4% | +7.0% |
| 1Y | +9.7% | +60.5% | -50.8% | +0.4% |
| 3Y | +64.7% | +93.3% | -28.6% | +44.5% |
| 5Y | +57.3% | +219.0% | -161.7% | +25.1% |
| 10Y | +195.9% | +659.0% | -463.1% | +97.5% |
| All | +4,464.3% | +16,336.7% | -11,872.4% | +1,854.0% |
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