+142.0%
WEC vs GNRC
+448.8%
-306.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.2% |
| 7D | -0.6% | -0.2% | -0.4% | -0.6% |
| 30D | -2.6% | -15.7% | +13.1% | -1.4% |
| 3M | -6.0% | -27.3% | +21.3% | -4.0% |
| 6M | -5.4% | -12.1% | +6.6% | -5.3% |
| YTD | +2.5% | +37.1% | -34.7% | -1.4% |
| 1Y | -0.7% | -0.5% | -0.3% | -2.1% |
| 3Y | +38.7% | +61.5% | -22.8% | +28.6% |
| 5Y | +31.7% | -58.6% | +90.2% | +35.6% |
| All | +142.0% | +448.8% | -306.8% | +82.9% |
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