-17.3%
GIS vs WEC
+197.9%
-215.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.0% |
| 7D | -3.4% | +2.3% | -5.7% | -4.4% |
| 30D | +6.9% | +11.1% | -4.2% | +2.0% |
| 3M | -10.1% | +8.4% | -18.6% | -13.4% |
| 6M | +5.9% | +7.5% | -1.6% | +2.4% |
| YTD | -21.1% | +15.3% | -36.4% | -26.1% |
| 1Y | -22.5% | +9.7% | -32.2% | -25.8% |
| 3Y | -39.0% | +64.7% | -103.7% | -51.3% |
| 5Y | -33.3% | +57.3% | -90.6% | -46.3% |
| All | -17.3% | +197.9% | -215.2% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 10y: compounded portfolio wealth divided by compounded WEC 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…
10y analysis · Full analysis span regression · 6 months rolling