+28,817.6%
WM vs GPC
+2,135.2%
+26,682.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.1% |
| 7D | +5.9% | +4.1% | +1.8% | +4.5% |
| 30D | +15.4% | +0.1% | +15.3% | +15.2% |
| 3M | +6.3% | -3.9% | +10.2% | +7.5% |
| 6M | +5.6% | +24.4% | -18.8% | -2.8% |
| YTD | +9.9% | +5.7% | +4.2% | +5.9% |
| 1Y | +20.8% | +6.8% | +14.1% | +15.8% |
| 3Y | +48.5% | +3.8% | +44.8% | +39.1% |
| 5Y | +60.6% | +9.2% | +51.4% | +44.8% |
| 10Y | +349.8% | +93.8% | +256.0% | +211.8% |
| All | +28,817.6% | +2,135.2% | +26,682.4% | +8,891.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling