+330.8%
WM vs GNRC
+377.3%
-46.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.6% |
| 7D | +1.2% | +11.9% | -10.7% | +0.2% |
| 30D | +15.2% | -10.0% | +25.2% | +15.9% |
| 3M | +8.3% | -13.1% | +21.4% | +9.1% |
| 6M | +13.1% | -28.5% | +41.6% | +15.2% |
| YTD | +12.5% | +41.4% | -28.9% | +5.9% |
| 1Y | +21.8% | +18.8% | +3.0% | +16.6% |
| 3Y | +48.8% | +86.3% | -37.5% | +31.7% |
| 5Y | +62.1% | -56.8% | +118.9% | +73.9% |
| All | +330.8% | +377.3% | -46.5% | +153.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling