-35.4%
GIS vs WEC
+40.3%
-75.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.7% | -1.2% |
| 7D | -8.6% | +0.4% | -9.0% | -8.8% |
| 30D | -0.5% | +0.9% | -1.4% | -1.1% |
| 3M | +11.9% | -5.3% | +17.2% | +15.0% |
| 6M | -11.6% | -6.6% | -5.0% | -8.6% |
| YTD | -16.3% | +3.3% | -19.6% | -18.0% |
| 1Y | -21.8% | +2.1% | -23.8% | -22.9% |
| All | -35.4% | +40.3% | -75.7% | -45.2% |
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