-22.9%
GIS vs WEC
+30.7%
-53.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.0% |
| 3M | +11.9% | -5.3% | +17.2% | +14.8% |
| 6M | -11.6% | -6.6% | -5.0% | -8.8% |
| YTD | -16.3% | +3.3% | -19.6% | -17.8% |
| 1Y | -21.8% | +2.1% | -23.8% | -22.8% |
| 3Y | -35.7% | +39.6% | -75.2% | -45.2% |
| 5Y | -22.9% | +31.2% | -54.0% | -33.4% |
| All | -22.9% | +30.7% | -53.5% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling