+3,716.0%
ALL vs GWW
+6,686.4%
-2,970.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.7% |
| 7D | 0.0% | +1.4% | -1.4% | -0.5% |
| 30D | -1.5% | +3.3% | -4.8% | -2.7% |
| 3M | +23.6% | +2.9% | +20.7% | +21.8% |
| 6M | +22.3% | +15.8% | +6.6% | +14.7% |
| YTD | +26.5% | +32.0% | -5.5% | +12.1% |
| 1Y | +27.0% | +29.9% | -2.9% | +13.1% |
| 3Y | +149.6% | +91.1% | +58.5% | +87.5% |
| 5Y | +118.1% | +223.9% | -105.8% | +30.0% |
| 10Y | +369.0% | +567.0% | -198.1% | +95.7% |
| All | +3,716.0% | +6,686.4% | -2,970.4% | +598.8% |
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 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