-1.5%
BAC vs GWW
+55.5%
-57.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.5% | -2.6% | +2.6% |
| 7D | +1.5% | +11.1% | -9.6% | -0.6% |
| 30D | -4.4% | +15.7% | -20.1% | -7.1% |
| 3M | -17.5% | +14.8% | -32.3% | -19.7% |
| 6M | -0.1% | +30.9% | -31.0% | -6.5% |
| YTD | -4.6% | +48.5% | -53.1% | -14.2% |
| 1Y | -1.5% | +57.1% | -58.6% | -12.5% |
| All | -1.5% | +55.5% | -57.0% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling