+324.8%
WM vs GPC
+78.6%
+246.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.4% |
| 7D | +0.8% | -2.1% | +2.9% | +1.3% |
| 30D | +13.8% | -4.5% | +18.3% | +15.2% |
| 3M | +6.4% | -7.7% | +14.1% | +8.6% |
| 6M | +13.2% | +24.3% | -11.1% | +5.8% |
| YTD | +10.8% | +3.5% | +7.3% | +8.0% |
| 1Y | +20.2% | +0.7% | +19.4% | +18.1% |
| 3Y | +46.5% | 0.0% | +46.5% | +39.9% |
| 5Y | +61.3% | +5.8% | +55.4% | +47.9% |
| 10Y | +324.8% | +75.8% | +249.0% | +213.8% |
| All | +324.8% | +78.6% | +246.2% | +213.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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