-37.4%
GIS vs WCN
+18.2%
-55.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.7% |
| 7D | -8.4% | -4.4% | -4.0% | -7.2% |
| 30D | -5.2% | -4.4% | -0.8% | -3.9% |
| 3M | +8.2% | +0.5% | +7.7% | +8.3% |
| 6M | -12.0% | -3.3% | -8.8% | -11.2% |
| YTD | -18.9% | -8.5% | -10.4% | -17.0% |
| 1Y | -23.6% | -8.9% | -14.7% | -21.8% |
| All | -37.4% | +18.2% | -55.5% | -39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling