+3.6%
WBD vs GNRC
-58.7%
+62.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.4% |
| 3M | +4.4% | -27.3% | +31.7% | +13.3% |
| 6M | +0.8% | -12.1% | +12.9% | +1.4% |
| YTD | -2.7% | +37.1% | -39.8% | -16.8% |
| 1Y | +73.4% | -0.5% | +73.9% | +63.2% |
| 3Y | +142.1% | +61.5% | +80.6% | +87.4% |
| All | +3.6% | -58.7% | +62.3% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling