+31.2%
WEC vs GRMN
+75.7%
-44.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.7% |
| 7D | +0.4% | -1.4% | +1.8% | +0.6% |
| 30D | +0.9% | -13.1% | +14.0% | +2.4% |
| 3M | -5.3% | +14.9% | -20.3% | -7.1% |
| 6M | -6.6% | +13.1% | -19.7% | -8.3% |
| YTD | +3.3% | +35.3% | -32.0% | -1.2% |
| 1Y | +2.1% | +16.0% | -13.9% | -0.5% |
| 3Y | +39.6% | +179.6% | -140.0% | +10.9% |
| 5Y | +31.2% | +75.0% | -43.8% | +7.5% |
| All | +31.2% | +75.7% | -44.5% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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