+211.9%
B vs GWW
+553.5%
-341.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | +1.0% | -0.5% | +1.5% | +1.1% |
| 30D | +9.5% | -1.4% | +10.9% | +9.6% |
| 3M | +14.3% | -3.6% | +18.0% | +14.5% |
| 6M | -1.9% | +15.1% | -17.0% | -2.9% |
| YTD | +4.1% | +27.5% | -23.4% | +2.6% |
| 1Y | +56.1% | +29.6% | +26.5% | +53.7% |
| 3Y | +202.0% | +90.1% | +111.9% | +190.4% |
| 5Y | +158.8% | +222.6% | -63.8% | +140.8% |
| 10Y | +211.9% | +566.5% | -354.6% | +201.4% |
| All | +211.9% | +553.5% | -341.6% | +201.4% |
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