-22.9%
GIS vs WCC
+228.2%
-251.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.6% |
| 7D | -8.6% | +6.8% | -15.4% | -8.4% |
| 30D | -0.5% | -3.0% | +2.6% | -0.5% |
| 3M | +11.9% | +0.2% | +11.7% | +12.1% |
| 6M | -11.6% | +33.2% | -44.8% | -11.3% |
| YTD | -16.3% | +45.8% | -62.1% | -16.0% |
| 1Y | -21.8% | +68.4% | -90.1% | -21.5% |
| 3Y | -35.7% | +131.1% | -166.8% | -35.9% |
| 5Y | -22.9% | +225.6% | -248.5% | -25.7% |
| All | -22.9% | +228.2% | -251.1% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling