+15.9%
ABNB vs GWW
+231.0%
-215.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | -9.5% | -3.1% | -6.4% | -8.3% |
| 30D | -9.4% | -2.3% | -7.0% | -8.5% |
| 3M | +29.9% | -3.3% | +33.2% | +31.3% |
| 6M | +26.6% | +15.4% | +11.2% | +18.2% |
| YTD | +23.5% | +26.7% | -3.2% | +10.0% |
| 1Y | +35.8% | +29.0% | +6.9% | +19.8% |
| 3Y | +15.0% | +89.0% | -74.0% | -15.1% |
| 5Y | +1.5% | +221.8% | -220.3% | -34.0% |
| All | +15.9% | +231.0% | -215.1% | -20.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling