+1,165.0%
WPM vs GNRC
+2,077.0%
-912.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.0% | +1.3% |
| 7D | +3.9% | +3.2% | +0.7% | +3.4% |
| 30D | +17.7% | -9.5% | +27.2% | +19.2% |
| 3M | +39.4% | -28.5% | +68.0% | +45.5% |
| 6M | +6.4% | -10.0% | +16.4% | +7.3% |
| YTD | +34.0% | +36.7% | -2.8% | +27.5% |
| 1Y | +50.5% | +2.6% | +47.9% | +48.1% |
| 3Y | +280.3% | +61.9% | +218.4% | +244.7% |
| 5Y | +266.3% | -59.0% | +325.4% | +281.4% |
| 10Y | +550.8% | +444.8% | +106.0% | +348.1% |
| All | +1,165.0% | +2,077.0% | -912.0% | +513.1% |
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