-57.4%
GNRC vs WSM
+175.3%
-232.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.4% |
| 7D | -0.2% | -0.5% | +0.3% | +0.1% |
| 30D | -15.7% | -7.7% | -8.0% | -12.6% |
| 3M | -27.3% | +3.8% | -31.1% | -28.8% |
| 6M | -12.1% | +22.7% | -34.7% | -20.5% |
| YTD | +37.1% | +28.0% | +9.1% | +21.2% |
| 1Y | -0.5% | +12.7% | -13.2% | -7.3% |
| 3Y | +61.5% | +231.3% | -169.8% | -24.2% |
| All | -57.4% | +175.3% | -232.7% | -80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling