+4.9%
AA vs GWW
+59.1%
-54.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | +0.5% | +3.6% | -3.0% | 0.0% |
| 30D | -0.6% | +12.1% | -12.7% | -2.0% |
| 3M | -19.7% | +12.9% | -32.6% | -20.9% |
| 6M | -41.6% | +19.3% | -60.9% | -43.5% |
| YTD | -24.6% | +48.7% | -73.4% | -32.5% |
| 1Y | +4.9% | +60.5% | -55.6% | -9.2% |
| All | +4.9% | +59.1% | -54.3% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling