+310.4%
WM vs GNRC
+425.3%
-114.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.3% | -0.4% |
| 7D | -1.2% | +3.2% | -4.4% | -1.5% |
| 30D | -4.5% | -9.5% | +5.0% | -3.7% |
| 3M | -2.2% | -28.5% | +26.4% | +0.3% |
| 6M | -11.5% | -10.0% | -1.5% | -11.8% |
| YTD | -0.7% | +36.7% | -37.4% | -5.8% |
| 1Y | +0.3% | +2.6% | -2.2% | -2.2% |
| 3Y | +44.2% | +61.9% | -17.7% | +30.1% |
| 5Y | +51.6% | -59.0% | +110.6% | +63.9% |
| 10Y | +310.4% | +444.8% | -134.4% | +137.0% |
| All | +310.4% | +425.3% | -114.9% | +137.0% |
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 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