+37.3%
GNRC vs WETO
-99.4%
+136.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.4% | +8.4% | +3.0% |
| 7D | -0.2% | -4.3% | +4.1% | -0.1% |
| 30D | -15.7% | -39.9% | +24.2% | -17.9% |
| 3M | -27.3% | -97.9% | +70.6% | -25.5% |
| 6M | -12.1% | -95.0% | +83.0% | -11.9% |
| YTD | +37.1% | -97.2% | +134.3% | +36.7% |
| 1Y | -0.5% | -98.9% | +98.4% | -1.5% |
| All | +37.3% | -99.4% | +136.7% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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