-21.9%
WU vs GPC
+497.6%
-519.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.5% |
| 7D | -0.8% | +1.2% | -2.0% | -1.4% |
| 30D | -1.1% | +6.0% | -7.1% | -4.0% |
| 3M | -3.9% | +42.6% | -46.5% | -20.1% |
| 6M | -20.7% | +22.8% | -43.4% | -29.3% |
| YTD | -18.4% | +15.5% | -33.8% | -25.8% |
| 1Y | -8.1% | +2.0% | -10.1% | -11.1% |
| 3Y | -24.2% | -1.4% | -22.7% | -28.4% |
| 5Y | -50.4% | +30.6% | -81.0% | -60.8% |
| 10Y | -40.0% | +80.6% | -120.6% | -63.2% |
| All | -21.9% | +497.6% | -519.5% | -79.6% |
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