+2,154.8%
GNRC vs WST
+2,530.0%
-375.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.7% |
| 7D | +7.9% | +4.2% | +3.7% | +5.9% |
| 30D | -3.7% | +11.2% | -14.9% | -8.2% |
| 3M | -11.9% | +20.4% | -32.3% | -19.4% |
| 6M | -28.6% | +37.9% | -66.5% | -39.0% |
| YTD | +39.9% | +51.8% | -11.9% | +12.8% |
| 1Y | +23.4% | +56.6% | -33.3% | -2.1% |
| 3Y | +84.2% | +24.2% | +60.0% | +41.7% |
| 5Y | -57.3% | +0.7% | -58.0% | -63.3% |
| 10Y | +376.8% | +456.3% | -79.5% | +46.2% |
| All | +2,154.8% | +2,530.0% | -375.2% | +174.8% |
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