+656.0%
WEC vs GNRC
+2,077.0%
-1,421.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.1% | -0.7% |
| 7D | +0.4% | +3.2% | -2.8% | +0.1% |
| 30D | +0.9% | -9.5% | +10.4% | +1.6% |
| 3M | -5.3% | -28.5% | +23.2% | -3.2% |
| 6M | -6.6% | -10.0% | +3.4% | -6.5% |
| YTD | +3.3% | +36.7% | -33.5% | -0.6% |
| 1Y | +2.1% | +2.6% | -0.5% | +0.4% |
| 3Y | +39.6% | +61.9% | -22.3% | +29.8% |
| 5Y | +31.2% | -59.0% | +90.2% | +33.9% |
| 10Y | +148.4% | +444.8% | -296.4% | +89.6% |
| All | +656.0% | +2,077.0% | -1,421.0% | +357.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling