+157.4%
ALL vs GWW
+224.6%
-67.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | -2.6% | 0.0% | -2.5% | -2.5% |
| 30D | +12.7% | +14.0% | -1.2% | +8.1% |
| 3M | +0.4% | +14.4% | -14.0% | -3.9% |
| 6M | +23.8% | +21.7% | +2.1% | +15.7% |
| YTD | +27.8% | +48.4% | -20.7% | +10.8% |
| 1Y | +28.9% | +58.4% | -29.5% | +9.1% |
| 3Y | +113.9% | +92.3% | +21.6% | +65.8% |
| 5Y | +157.4% | +221.8% | -64.4% | +52.8% |
| All | +157.4% | +224.6% | -67.2% | +52.8% |
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 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