+634.2%
WFC vs GRMN
+6,655.2%
-6,021.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | +3.8% | -2.9% | +6.6% | +4.7% |
| 30D | +1.5% | -8.4% | +9.9% | +4.3% |
| 3M | +10.9% | +15.0% | -4.1% | +4.8% |
| 6M | +8.4% | +11.2% | -2.8% | +3.5% |
| YTD | -1.9% | +37.7% | -39.6% | -13.0% |
| 1Y | +12.3% | +18.5% | -6.1% | +4.2% |
| 3Y | +132.3% | +175.8% | -43.5% | +58.6% |
| 5Y | +130.1% | +75.1% | +55.0% | +80.3% |
| 10Y | +134.4% | +637.0% | -502.6% | +17.9% |
| All | +634.2% | +6,655.2% | -6,021.0% | +130.4% |
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