+324.8%
WM vs GNRC
+385.9%
-61.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.7% | -5.5% | +0.7% |
| 7D | +0.8% | +2.5% | -1.7% | +0.5% |
| 30D | +13.8% | -11.2% | +25.0% | +14.6% |
| 3M | +6.4% | -10.1% | +16.5% | +6.8% |
| 6M | +13.2% | -28.5% | +41.7% | +15.3% |
| YTD | +10.8% | +42.3% | -31.5% | +4.2% |
| 1Y | +20.2% | +22.8% | -2.7% | +14.6% |
| 3Y | +46.5% | +87.3% | -40.9% | +29.5% |
| 5Y | +61.3% | -56.9% | +118.2% | +73.2% |
| 10Y | +324.8% | +384.9% | -60.1% | +150.5% |
| All | +324.8% | +385.9% | -61.1% | +150.5% |
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