+2,047.2%
GNRC vs WSM
+3,268.1%
-1,220.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.0% |
| 7D | -0.7% | +0.4% | -1.2% | -0.9% |
| 30D | -15.8% | -10.7% | -5.1% | -12.3% |
| 3M | -24.0% | +8.5% | -32.5% | -26.3% |
| 6M | -13.8% | +19.6% | -33.4% | -19.7% |
| YTD | +33.2% | +26.6% | +6.6% | +21.4% |
| 1Y | -1.8% | +12.0% | -13.8% | -6.8% |
| 3Y | +57.7% | +226.6% | -168.9% | -4.7% |
| 5Y | -59.7% | +174.1% | -233.9% | -74.7% |
| 10Y | +430.7% | +1,052.9% | -622.2% | +88.3% |
| All | +2,047.2% | +3,268.1% | -1,220.9% | +498.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling