+120.8%
WFC vs GNRC
-59.9%
+180.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.3% | +0.2% |
| 7D | +0.3% | -0.7% | +1.0% | +0.4% |
| 30D | +2.3% | -15.8% | +18.1% | +5.2% |
| 3M | +9.8% | -24.0% | +33.8% | +14.1% |
| 6M | +15.6% | -13.8% | +29.3% | +16.3% |
| YTD | -2.4% | +33.2% | -35.7% | -10.4% |
| 1Y | +13.8% | -1.8% | +15.6% | +10.5% |
| 3Y | +134.6% | +57.7% | +76.9% | +103.2% |
| All | +120.8% | -59.9% | +180.7% | +125.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling