+1,285.8%
WDC vs GNRC
+61.6%
+1,224.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.9% | -5.9% | -4.4% |
| 7D | -4.3% | -0.2% | -4.1% | -4.3% |
| 30D | -1.5% | -15.7% | +14.2% | +7.0% |
| 3M | -15.5% | -27.3% | +11.8% | -0.3% |
| 6M | +66.5% | -12.1% | +78.5% | +81.2% |
| YTD | +159.9% | +37.1% | +122.7% | +138.0% |
| 1Y | +366.0% | -0.5% | +366.4% | +375.8% |
| 3Y | +1,285.8% | +61.5% | +1,224.3% | +1,035.4% |
| All | +1,285.8% | +61.6% | +1,224.2% | +1,035.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling