+1,501.1%
WAB vs GNRC
+2,077.0%
-575.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.9% |
| 7D | +0.2% | +3.2% | -2.9% | -0.6% |
| 30D | -4.6% | -9.5% | +5.0% | -2.2% |
| 3M | +5.6% | -28.5% | +34.2% | +14.3% |
| 6M | +13.8% | -10.0% | +23.8% | +15.1% |
| YTD | +31.9% | +36.7% | -4.9% | +18.6% |
| 1Y | +48.3% | +2.6% | +45.7% | +42.7% |
| 3Y | +167.1% | +61.9% | +105.2% | +119.6% |
| 5Y | +222.9% | -59.0% | +281.9% | +257.8% |
| 10Y | +289.9% | +444.8% | -154.9% | +89.3% |
| All | +1,501.1% | +2,077.0% | -575.9% | +377.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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