-40.4%
GIS vs WWD
+149.7%
-190.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | -0.1% | -2.2% |
| 7D | -8.1% | +8.2% | -16.2% | -7.4% |
| 30D | +5.3% | -0.2% | +5.5% | +5.5% |
| 3M | -10.5% | -8.4% | -2.1% | -10.7% |
| 6M | +1.8% | -9.5% | +11.3% | +1.5% |
| YTD | -22.9% | +10.1% | -33.0% | -22.4% |
| 1Y | -22.9% | +21.6% | -44.5% | -22.1% |
| All | -40.4% | +149.7% | -190.1% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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