+637.6%
GRMN vs WCC
+518.6%
+119.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.8% |
| 7D | -1.8% | +1.7% | -3.5% | -2.3% |
| 30D | -12.1% | -6.1% | -6.0% | -10.8% |
| 3M | +18.0% | +3.1% | +14.9% | +15.9% |
| 6M | +13.7% | +28.2% | -14.5% | +4.9% |
| YTD | +35.3% | +41.1% | -5.8% | +21.3% |
| 1Y | +17.2% | +61.3% | -44.0% | +0.9% |
| 3Y | +179.6% | +123.6% | +56.0% | +111.5% |
| 5Y | +75.6% | +214.8% | -139.2% | +16.0% |
| All | +637.6% | +518.6% | +119.1% | +267.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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