+127.8%
AAPL vs GWW
+222.0%
-94.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +1.5% |
| 7D | +3.8% | -3.4% | +7.2% | +5.3% |
| 30D | +9.9% | -1.9% | +11.8% | +10.7% |
| 3M | +12.5% | -2.4% | +14.9% | +13.0% |
| 6M | +27.6% | +15.7% | +11.9% | +18.4% |
| YTD | +22.6% | +27.6% | -5.0% | +8.5% |
| 1Y | +45.0% | +27.2% | +17.8% | +28.2% |
| 3Y | +87.8% | +89.7% | -1.9% | +32.5% |
| All | +127.8% | +222.0% | -94.2% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling