+2,168.5%
WEC vs GRMN
+6,905.4%
-4,736.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.3% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | +11.0% | +3.5% | +7.4% | +10.5% |
| 3M | +8.6% | -7.3% | +15.9% | +9.4% |
| 6M | +6.2% | +21.8% | -15.6% | +3.4% |
| YTD | +14.3% | +42.8% | -28.5% | +9.1% |
| 1Y | +8.4% | +46.5% | -38.1% | +3.1% |
| 3Y | +62.9% | +158.3% | -95.4% | +42.9% |
| 5Y | +55.8% | +122.6% | -66.8% | +38.1% |
| 10Y | +193.2% | +638.0% | -444.8% | +129.1% |
| All | +2,168.5% | +6,905.4% | -4,736.8% | +1,385.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling