-44.0%
ACHR vs GWW
+231.4%
-275.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.0% |
| 7D | -2.3% | -3.4% | +1.1% | -0.2% |
| 30D | -11.3% | -1.9% | -9.4% | -10.3% |
| 3M | +5.3% | -2.4% | +7.7% | +5.7% |
| 6M | -13.2% | +15.7% | -28.9% | -22.7% |
| YTD | -25.8% | +27.6% | -53.4% | -38.4% |
| 1Y | -34.3% | +27.2% | -61.5% | -45.4% |
| 3Y | -19.9% | +89.7% | -109.6% | -48.3% |
| 5Y | -42.7% | +223.9% | -266.6% | -70.9% |
| All | -44.0% | +231.4% | -275.5% | -73.7% |
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