+222.7%
B vs GWW
+653.9%
-431.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.6% |
| 7D | -2.7% | 0.0% | -2.6% | -2.7% |
| 30D | -4.3% | +14.0% | -18.3% | -5.1% |
| 3M | -2.3% | +14.4% | -16.7% | -3.1% |
| 6M | -16.2% | +21.7% | -37.9% | -17.3% |
| YTD | -8.8% | +48.4% | -57.3% | -11.0% |
| 1Y | +11.4% | +58.4% | -47.0% | +8.3% |
| 3Y | +174.3% | +92.3% | +82.0% | +162.9% |
| 5Y | +116.2% | +221.8% | -105.6% | +99.9% |
| 10Y | +222.7% | +657.6% | -434.8% | +206.0% |
| All | +222.7% | +653.9% | -431.2% | +206.0% |
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