+803.7%
B vs GWW
+14,492.5%
-13,688.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.3% |
| 7D | -1.6% | +1.4% | -3.0% | -1.7% |
| 30D | +9.4% | +3.3% | +6.2% | +9.0% |
| 3M | +5.0% | +2.9% | +2.1% | +4.5% |
| 6M | -3.5% | +15.8% | -19.3% | -5.3% |
| YTD | +4.5% | +32.0% | -27.6% | +1.1% |
| 1Y | +67.8% | +29.9% | +37.9% | +62.6% |
| 3Y | +196.7% | +91.1% | +105.6% | +173.6% |
| 5Y | +151.9% | +223.9% | -72.0% | +116.8% |
| 10Y | +202.2% | +567.0% | -364.9% | +131.2% |
| All | +803.7% | +14,492.5% | -13,688.8% | +586.6% |
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