+370.0%
ALL vs GWW
+665.1%
-295.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.4% |
| 7D | 0.0% | +3.7% | -3.7% | -1.2% |
| 30D | +12.8% | +13.6% | -0.8% | +8.1% |
| 3M | +4.7% | +15.4% | -10.7% | -0.3% |
| 6M | +24.9% | +21.8% | +3.1% | +16.4% |
| YTD | +30.0% | +50.0% | -20.1% | +12.0% |
| 1Y | +29.9% | +60.2% | -30.3% | +9.4% |
| 3Y | +117.5% | +94.4% | +23.2% | +68.7% |
| 5Y | +161.7% | +221.8% | -60.1% | +66.8% |
| All | +370.0% | +665.1% | -295.1% | +138.8% |
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