+1,028.4%
WM vs GNRC
+2,022.1%
-993.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +0.7% |
| 7D | +1.2% | -13.1% | +14.3% | +2.4% |
| 30D | +13.7% | -19.2% | +32.9% | +15.8% |
| 3M | +5.2% | -11.8% | +17.0% | +5.8% |
| 6M | +11.2% | -32.5% | +43.7% | +14.3% |
| YTD | +9.4% | +33.3% | -23.9% | +3.0% |
| 1Y | +20.4% | +16.0% | +4.3% | +15.0% |
| 3Y | +44.7% | +75.5% | -30.9% | +28.0% |
| 5Y | +58.5% | -58.7% | +117.2% | +64.7% |
| 10Y | +326.4% | +351.2% | -24.8% | +186.7% |
| All | +1,028.4% | +2,022.1% | -993.7% | +442.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling