+1,188.5%
WDC vs GNRC
+448.8%
+739.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.9% | -5.9% | -4.2% |
| 7D | -4.3% | -0.2% | -4.1% | -4.3% |
| 30D | -1.5% | -15.7% | +14.2% | +5.6% |
| 3M | -15.5% | -27.3% | +11.8% | -2.9% |
| 6M | +66.5% | -12.1% | +78.5% | +77.6% |
| YTD | +159.9% | +37.1% | +122.7% | +133.3% |
| 1Y | +366.0% | -0.5% | +366.4% | +366.2% |
| 3Y | +1,285.8% | +61.5% | +1,224.3% | +1,014.0% |
| 5Y | +925.6% | -58.6% | +984.1% | +1,202.6% |
| All | +1,188.5% | +448.8% | +739.7% | +343.6% |
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