+55.3%
WEC vs GRMN
+126.9%
-71.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.2% |
| 7D | -0.5% | +1.7% | -2.2% | -0.7% |
| 30D | +12.0% | +10.2% | +1.8% | +10.8% |
| 3M | +11.1% | -4.7% | +15.8% | +11.5% |
| 6M | +6.0% | +22.3% | -16.3% | +3.1% |
| YTD | +14.3% | +46.7% | -32.4% | +8.2% |
| 1Y | +8.0% | +49.6% | -41.7% | +1.9% |
| 3Y | +62.8% | +165.3% | -102.4% | +31.4% |
| 5Y | +55.3% | +130.3% | -75.0% | +24.5% |
| All | +55.3% | +126.9% | -71.6% | +24.5% |
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