+1,051.3%
WELL vs GNRC
+2,120.5%
-1,069.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.1% | +0.2% |
| 7D | -1.3% | +4.8% | -6.2% | -2.0% |
| 30D | +0.5% | -10.4% | +10.9% | +2.0% |
| 3M | +19.1% | -28.5% | +47.5% | +24.2% |
| 6M | +17.0% | -6.8% | +23.7% | +16.1% |
| YTD | +29.2% | +39.5% | -10.3% | +19.4% |
| 1Y | +42.1% | +3.4% | +38.8% | +37.0% |
| 3Y | +204.5% | +65.1% | +139.4% | +162.4% |
| 5Y | +211.0% | -57.1% | +268.1% | +222.0% |
| 10Y | +337.6% | +432.5% | -94.9% | +180.8% |
| All | +1,051.3% | +2,120.5% | -1,069.2% | +441.2% |
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