-39.2%
GIS vs WEC
+62.7%
-101.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.4% |
| 7D | -4.6% | -0.5% | -4.0% | -4.3% |
| 30D | +6.6% | +12.0% | -5.4% | +0.3% |
| 3M | -8.1% | +11.1% | -19.2% | -13.3% |
| 6M | +4.9% | +6.0% | -1.1% | +1.5% |
| YTD | -21.4% | +14.3% | -35.6% | -27.1% |
| 1Y | -21.6% | +8.0% | -29.6% | -25.1% |
| All | -39.2% | +62.7% | -101.9% | -52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling