+651.5%
ADI vs GWW
+570.2%
+81.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.2% | +4.6% |
| 7D | +4.6% | -3.4% | +7.9% | +6.2% |
| 30D | -1.2% | -1.9% | +0.7% | -0.4% |
| 3M | -7.8% | -2.4% | -5.4% | -7.1% |
| 6M | +19.3% | +15.7% | +3.6% | +11.2% |
| YTD | +40.9% | +27.6% | +13.3% | +25.4% |
| 1Y | +54.5% | +27.2% | +27.3% | +37.6% |
| 3Y | +123.4% | +89.7% | +33.8% | +65.9% |
| 5Y | +142.3% | +223.9% | -81.6% | +40.6% |
| All | +651.5% | +570.2% | +81.3% | +265.3% |
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 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