+228.0%
B vs GWW
+647.0%
-419.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.7% | -7.8% | -6.2% |
| 7D | +7.1% | +5.5% | +1.6% | +6.8% |
| 30D | -3.3% | +14.4% | -17.7% | -4.1% |
| 3M | -2.5% | +13.7% | -16.3% | -3.3% |
| 6M | -7.2% | +20.1% | -27.3% | -8.4% |
| YTD | -7.4% | +47.1% | -54.4% | -9.5% |
| 1Y | +16.4% | +56.2% | -39.8% | +13.4% |
| 3Y | +178.7% | +90.5% | +88.2% | +167.3% |
| 5Y | +121.7% | +221.2% | -99.5% | +105.1% |
| All | +228.0% | +647.0% | -419.1% | +211.1% |
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