+324.7%
GIS vs WCC
+1,563.0%
-1,238.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.0% | +2.5% |
| 7D | -3.4% | +9.9% | -13.3% | -3.8% |
| 30D | +6.9% | -8.4% | +15.3% | +7.1% |
| 3M | -10.1% | -10.3% | +0.2% | -9.9% |
| 6M | +5.9% | -10.5% | +16.3% | +5.8% |
| YTD | -21.1% | +32.2% | -53.3% | -22.8% |
| 1Y | -22.5% | +25.5% | -48.0% | -24.0% |
| 3Y | -39.0% | +134.7% | -173.7% | -42.9% |
| 5Y | -33.3% | +139.9% | -173.3% | -38.5% |
| 10Y | -17.0% | +433.5% | -450.5% | -29.1% |
| All | +324.7% | +1,563.0% | -1,238.3% | +224.0% |
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