+218.1%
AA vs GWW
+16,483.6%
-16,265.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -2.1% |
| 7D | +5.3% | +3.7% | +1.6% | +3.0% |
| 30D | -2.3% | +13.6% | -15.8% | -9.5% |
| 3M | -20.8% | +15.4% | -36.2% | -27.7% |
| 6M | -39.8% | +21.8% | -61.6% | -47.1% |
| YTD | -23.3% | +50.0% | -73.3% | -41.0% |
| 1Y | +1.8% | +60.2% | -58.4% | -24.7% |
| 3Y | +69.5% | +94.4% | -24.8% | +10.6% |
| 5Y | -18.0% | +221.8% | -239.8% | -60.9% |
| 10Y | +45.7% | +665.8% | -620.1% | -59.1% |
| All | +218.1% | +16,483.6% | -16,265.6% | -75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling