+153.8%
B vs GWW
+222.6%
-68.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -1.3% |
| 7D | +2.3% | -1.5% | +3.9% | +2.4% |
| 30D | +1.4% | +1.1% | +0.2% | +1.2% |
| 3M | +12.2% | -1.0% | +13.2% | +12.1% |
| 6M | -2.1% | +16.3% | -18.4% | -3.6% |
| YTD | +2.9% | +28.5% | -25.6% | +1.0% |
| 1Y | +55.3% | +30.3% | +25.0% | +52.4% |
| 3Y | +198.7% | +91.6% | +107.1% | +184.7% |
| 5Y | +153.8% | +224.0% | -70.2% | +136.9% |
| All | +153.8% | +222.6% | -68.8% | +136.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling