-20.8%
GIS vs WCC
+518.6%
-539.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.2% | -3.0% |
| 7D | -8.4% | +1.7% | -10.1% | -8.4% |
| 30D | -5.2% | -6.1% | +0.9% | -5.2% |
| 3M | +8.2% | +3.1% | +5.1% | +8.1% |
| 6M | -12.0% | +28.2% | -40.3% | -12.5% |
| YTD | -18.9% | +41.1% | -60.0% | -19.5% |
| 1Y | -23.6% | +61.3% | -84.9% | -24.4% |
| 3Y | -37.6% | +123.6% | -161.3% | -39.2% |
| 5Y | -25.2% | +214.8% | -240.0% | -28.6% |
| All | -20.8% | +518.6% | -539.4% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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