+427.3%
GIS vs WCN
+6,767.3%
-6,340.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.5% | -1.4% |
| 7D | -8.3% | -0.4% | -7.8% | -8.2% |
| 30D | +2.2% | -2.1% | +4.3% | +2.5% |
| 3M | +15.7% | +6.4% | +9.3% | +14.8% |
| 6M | -12.0% | -3.7% | -8.3% | -11.6% |
| YTD | -15.0% | -6.4% | -8.6% | -14.3% |
| 1Y | -20.1% | -7.9% | -12.2% | -19.4% |
| 3Y | -34.6% | +20.8% | -55.4% | -36.4% |
| 5Y | -22.8% | +29.0% | -51.8% | -25.7% |
| 10Y | -18.5% | +236.4% | -254.9% | -29.4% |
| All | +427.3% | +6,767.3% | -6,340.0% | +280.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling