+11.4%
WBD vs GNRC
+448.8%
-437.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -1.4% |
| 7D | -0.7% | -0.2% | -0.6% | -0.7% |
| 30D | +1.4% | -15.7% | +17.1% | +6.1% |
| 3M | +4.4% | -27.3% | +31.7% | +12.9% |
| 6M | +0.8% | -12.1% | +12.9% | +1.6% |
| YTD | -2.7% | +37.1% | -39.8% | -15.4% |
| 1Y | +73.4% | -0.5% | +73.9% | +64.4% |
| 3Y | +142.1% | +61.5% | +80.6% | +93.5% |
| 5Y | +7.2% | -58.6% | +65.8% | +12.1% |
| All | +11.4% | +448.8% | -437.5% | -51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling