+738.8%
WMT vs GNRC
+2,020.8%
-1,282.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.1% |
| 7D | -2.5% | -0.7% | -1.7% | -2.4% |
| 30D | -6.4% | -15.8% | +9.4% | -5.0% |
| 3M | -12.1% | -24.0% | +11.9% | -10.3% |
| 6M | -15.0% | -13.8% | -1.2% | -14.6% |
| YTD | -4.5% | +33.2% | -37.7% | -8.2% |
| 1Y | +6.2% | -1.8% | +8.0% | +4.7% |
| 3Y | +99.9% | +57.7% | +42.2% | +85.1% |
| 5Y | +131.4% | -59.7% | +191.2% | +138.3% |
| 10Y | +433.2% | +430.7% | +2.5% | +307.5% |
| All | +738.8% | +2,020.8% | -1,282.0% | +438.2% |
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