+936.4%
WM vs GNRC
+2,087.1%
-1,150.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.5% |
| 7D | -0.3% | +1.9% | -2.2% | -0.5% |
| 30D | -2.4% | -13.8% | +11.5% | -0.9% |
| 3M | +0.4% | -32.6% | +33.1% | +4.1% |
| 6M | -9.5% | -15.2% | +5.7% | -9.1% |
| YTD | +0.5% | +37.4% | -36.9% | -5.0% |
| 1Y | -1.1% | +5.1% | -6.2% | -4.0% |
| 3Y | +46.0% | +57.5% | -11.5% | +31.7% |
| 5Y | +51.8% | -58.7% | +110.5% | +58.6% |
| 10Y | +307.5% | +395.5% | -88.0% | +172.3% |
| All | +936.4% | +2,087.1% | -1,150.8% | +399.6% |
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 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