+789.5%
GIS vs WWD
+14,812.3%
-14,022.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.9% | -6.7% | -2.1% |
| 7D | +0.4% | +4.2% | -3.8% | 0.0% |
| 30D | +10.1% | -0.8% | +10.8% | +10.0% |
| 3M | -3.7% | -8.2% | +4.5% | -3.3% |
| 6M | +4.3% | -9.8% | +14.1% | +4.6% |
| YTD | -19.8% | +10.4% | -30.2% | -20.9% |
| 1Y | -20.5% | +25.5% | -45.9% | -22.4% |
| 3Y | -38.3% | +155.8% | -194.1% | -43.5% |
| 5Y | -32.2% | +187.3% | -219.5% | -38.8% |
| 10Y | -18.0% | +462.7% | -480.7% | -31.9% |
| All | +789.5% | +14,812.3% | -14,022.8% | +532.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling