-17.4%
GIS vs WCN
+16.1%
-33.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.8% | +2.4% | +3.9% |
| 7D | +8.5% | +6.7% | +1.8% | +5.4% |
| 30D | +15.3% | +24.3% | -9.0% | +5.4% |
| 3M | +0.9% | +16.1% | -15.2% | -5.5% |
| 6M | +7.9% | +19.9% | -12.0% | +0.3% |
| YTD | -17.6% | +10.1% | -27.7% | -21.2% |
| 1Y | -17.4% | +14.4% | -31.8% | -22.5% |
| All | -17.4% | +16.1% | -33.4% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 1y: compounded portfolio wealth divided by compounded WCN 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…
1y analysis · Full analysis span regression · 6 months rolling