+435.3%
GNRC vs WST
+344.2%
+91.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.4% | +2.7% |
| 7D | -0.2% | +1.8% | -2.0% | -1.0% |
| 30D | -15.7% | -1.7% | -14.0% | -15.1% |
| 3M | -27.3% | +4.9% | -32.2% | -29.0% |
| 6M | -12.1% | +45.5% | -57.6% | -25.7% |
| YTD | +37.1% | +26.1% | +11.0% | +22.4% |
| 1Y | -0.5% | +31.7% | -32.1% | -13.2% |
| 3Y | +61.5% | -12.1% | +73.6% | +52.5% |
| 5Y | -58.6% | -23.6% | -35.0% | -59.2% |
| All | +435.3% | +344.2% | +91.1% | +140.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling