+135.0%
WFC vs GNRC
+61.6%
+73.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.5% |
| 7D | +0.4% | -0.2% | +0.5% | +0.4% |
| 30D | +1.5% | -15.7% | +17.3% | +4.3% |
| 3M | +10.2% | -27.3% | +37.5% | +15.3% |
| 6M | +18.8% | -12.1% | +30.8% | +18.5% |
| YTD | -1.5% | +37.1% | -38.6% | -11.7% |
| 1Y | +13.5% | -0.5% | +14.0% | +9.1% |
| 3Y | +135.0% | +61.5% | +73.4% | +106.2% |
| All | +135.0% | +61.6% | +73.4% | +106.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling