+409.2%
WFC vs GNRC
+2,077.0%
-1,667.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.4% |
| 7D | +0.4% | +3.2% | -2.7% | -0.3% |
| 30D | +2.5% | -9.5% | +12.0% | +4.6% |
| 3M | +10.0% | -28.5% | +38.5% | +17.6% |
| 6M | +15.1% | -10.0% | +25.0% | +15.2% |
| YTD | -2.2% | +36.7% | -38.9% | -12.6% |
| 1Y | +13.5% | +2.6% | +10.9% | +8.2% |
| 3Y | +135.2% | +61.9% | +73.3% | +93.9% |
| 5Y | +128.3% | -59.0% | +187.4% | +147.8% |
| 10Y | +142.4% | +444.8% | -302.4% | +23.5% |
| All | +409.2% | +2,077.0% | -1,667.7% | +58.0% |
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