+5.1%
GNRC vs WST
+37.6%
-32.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.6% |
| 7D | +1.9% | +0.7% | +1.2% | +1.7% |
| 30D | -13.8% | -3.1% | -10.7% | -12.8% |
| 3M | -32.6% | +7.2% | -39.8% | -34.2% |
| 6M | -15.2% | +36.8% | -52.0% | -24.3% |
| YTD | +37.4% | +23.8% | +13.5% | +25.8% |
| 1Y | +5.1% | +37.8% | -32.6% | -10.3% |
| All | +5.1% | +37.6% | -32.4% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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