-35.4%
GIS vs WCC
+129.2%
-164.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.7% |
| 7D | -8.6% | +6.8% | -15.4% | -8.2% |
| 30D | -0.5% | -3.0% | +2.6% | -0.5% |
| 3M | +11.9% | +0.2% | +11.7% | +12.4% |
| 6M | -11.6% | +33.2% | -44.8% | -10.5% |
| YTD | -16.3% | +45.8% | -62.1% | -15.0% |
| 1Y | -21.8% | +68.4% | -90.1% | -20.2% |
| All | -35.4% | +129.2% | -164.6% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling