+361.3%
ALL vs GWW
+569.5%
-208.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | -2.2% | -0.5% | -1.8% | -2.1% |
| 30D | -5.6% | -1.4% | -4.1% | -5.1% |
| 3M | +17.2% | -3.6% | +20.9% | +18.3% |
| 6M | +23.2% | +15.1% | +8.1% | +16.8% |
| YTD | +23.6% | +27.5% | -3.9% | +12.7% |
| 1Y | +29.2% | +29.6% | -0.4% | +16.9% |
| 3Y | +153.8% | +90.1% | +63.8% | +98.0% |
| 5Y | +116.1% | +222.6% | -106.5% | +37.7% |
| All | +361.3% | +569.5% | -208.3% | +144.6% |
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