+58.5%
WM vs GNRC
-58.4%
+116.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +0.4% |
| 7D | +1.2% | -13.1% | +14.3% | +1.4% |
| 30D | +13.7% | -19.2% | +32.9% | +14.1% |
| 3M | +5.2% | -11.8% | +17.0% | +5.4% |
| 6M | +11.2% | -32.5% | +43.7% | +12.0% |
| YTD | +9.4% | +33.3% | -23.9% | +6.6% |
| 1Y | +20.4% | +16.0% | +4.3% | +17.9% |
| 3Y | +44.7% | +75.5% | -30.9% | +36.9% |
| 5Y | +58.5% | -58.7% | +117.2% | +54.4% |
| All | +58.5% | -58.4% | +116.9% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling