+597.9%
GRMN vs WCC
+431.3%
+166.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.7% |
| 7D | -0.9% | +9.9% | -10.8% | -3.2% |
| 30D | +1.2% | -8.4% | +9.6% | +2.6% |
| 3M | -8.9% | -10.3% | +1.4% | -7.5% |
| 6M | +23.0% | -10.5% | +33.5% | +23.9% |
| YTD | +41.2% | +32.2% | +9.1% | +27.4% |
| 1Y | +47.5% | +25.5% | +22.0% | +34.8% |
| 3Y | +155.8% | +134.7% | +21.1% | +89.6% |
| 5Y | +120.2% | +139.9% | -19.7% | +55.2% |
| All | +597.9% | +431.3% | +166.6% | +260.1% |
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