+116.1%
ALL vs GWW
+221.1%
-105.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.2% |
| 3M | +17.2% | -3.6% | +20.9% | +18.2% |
| 6M | +23.2% | +15.1% | +8.1% | +17.2% |
| YTD | +23.6% | +27.5% | -3.9% | +13.1% |
| 1Y | +29.2% | +29.6% | -0.4% | +17.3% |
| 3Y | +153.8% | +90.1% | +63.8% | +98.3% |
| 5Y | +116.1% | +222.6% | -106.5% | +43.7% |
| All | +116.1% | +221.1% | -105.0% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling