+1,945.7%
WEC vs GRMN
+6,655.2%
-4,709.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | -0.3% | -2.9% | +2.6% | +0.1% |
| 30D | -1.3% | -8.4% | +7.1% | -0.3% |
| 3M | -3.9% | +15.0% | -18.9% | -5.7% |
| 6M | -8.3% | +11.2% | -19.5% | -9.8% |
| YTD | +3.1% | +37.7% | -34.6% | -1.2% |
| 1Y | +1.9% | +18.5% | -16.5% | -0.7% |
| 3Y | +41.9% | +175.8% | -133.9% | +23.6% |
| 5Y | +30.8% | +75.1% | -44.3% | +19.0% |
| 10Y | +141.9% | +637.0% | -495.1% | +89.3% |
| All | +1,945.7% | +6,655.2% | -4,709.5% | +1,245.7% |
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