+2,104.1%
GNRC vs WST
+2,026.7%
+77.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.8% |
| 7D | +3.2% | -1.7% | +4.8% | +4.0% |
| 30D | -9.5% | -4.3% | -5.2% | -7.6% |
| 3M | -28.5% | +0.7% | -29.3% | -29.0% |
| 6M | -10.0% | +36.0% | -46.0% | -23.1% |
| YTD | +36.7% | +22.7% | +14.0% | +22.1% |
| 1Y | +2.6% | +34.1% | -31.5% | -12.8% |
| 3Y | +61.9% | -13.6% | +75.5% | +51.0% |
| 5Y | -59.0% | -26.0% | -33.1% | -59.0% |
| 10Y | +444.8% | +335.8% | +109.0% | +87.5% |
| All | +2,104.1% | +2,026.7% | +77.4% | +197.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling