+5.1%
GNRC vs WSM
+19.9%
-14.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +1.6% |
| 7D | +1.9% | -3.3% | +5.2% | +3.2% |
| 30D | -13.8% | -8.4% | -5.4% | -11.0% |
| 3M | -32.6% | +9.7% | -42.3% | -34.9% |
| 6M | -15.2% | +16.7% | -31.9% | -20.0% |
| YTD | +37.4% | +28.7% | +8.7% | +24.8% |
| 1Y | +5.1% | +13.7% | -8.5% | -4.2% |
| All | +5.1% | +19.9% | -14.7% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling