+3,820.6%
ALL vs GWW
+7,612.3%
-3,791.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.3% |
| 7D | 0.0% | +3.7% | -3.7% | -1.4% |
| 30D | +12.8% | +13.6% | -0.8% | +7.3% |
| 3M | +4.7% | +15.4% | -10.7% | -1.1% |
| 6M | +24.9% | +21.8% | +3.1% | +15.1% |
| YTD | +30.0% | +50.0% | -20.1% | +9.5% |
| 1Y | +29.9% | +60.2% | -30.3% | +6.6% |
| 3Y | +117.5% | +94.4% | +23.2% | +62.6% |
| 5Y | +161.7% | +221.8% | -60.1% | +57.0% |
| 10Y | +377.1% | +665.8% | -288.7% | +89.1% |
| All | +3,820.6% | +7,612.3% | -3,791.7% | +582.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling