+1,346.3%
GIS vs WEC
+4,422.3%
-3,076.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | -4.6% | -0.5% | -4.0% | -4.4% |
| 30D | +6.6% | +12.0% | -5.4% | +2.5% |
| 3M | -8.1% | +11.1% | -19.2% | -11.4% |
| 6M | +4.9% | +6.0% | -1.1% | +2.8% |
| YTD | -21.4% | +14.3% | -35.6% | -25.0% |
| 1Y | -21.6% | +8.0% | -29.6% | -23.8% |
| 3Y | -39.3% | +62.8% | -102.1% | -48.9% |
| 5Y | -33.2% | +55.3% | -88.5% | -43.2% |
| 10Y | -17.3% | +193.2% | -210.5% | -43.4% |
| All | +1,346.3% | +4,422.3% | -3,076.0% | +293.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling