+365.0%
GIS vs WCC
+1,713.7%
-1,348.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.9% | -6.3% | -2.6% |
| 7D | -7.8% | +4.5% | -12.3% | -8.0% |
| 30D | +6.6% | -5.8% | +12.4% | +6.8% |
| 3M | +21.0% | -3.7% | +24.6% | +20.9% |
| 6M | -9.1% | +23.1% | -32.1% | -10.4% |
| YTD | -13.6% | +44.2% | -57.8% | -15.6% |
| 1Y | -18.0% | +62.1% | -80.1% | -20.5% |
| 3Y | -33.7% | +121.1% | -154.8% | -37.5% |
| 5Y | -19.4% | +214.0% | -233.4% | -26.6% |
| 10Y | -21.3% | +472.8% | -494.0% | -32.7% |
| All | +365.0% | +1,713.7% | -1,348.8% | +254.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling