-55.6%
GNRC vs WST
-0.3%
-55.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +11.9% | +4.9% | +7.1% | +9.9% |
| 30D | -10.0% | +10.7% | -20.7% | -13.3% |
| 3M | -13.1% | +16.8% | -29.9% | -18.2% |
| 6M | -28.5% | +32.0% | -60.4% | -36.0% |
| YTD | +41.4% | +49.9% | -8.5% | +19.3% |
| 1Y | +18.8% | +50.6% | -31.9% | -0.1% |
| 3Y | +86.3% | +21.4% | +64.8% | +50.8% |
| All | -55.6% | -0.3% | -55.3% | -59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling