+392.9%
BAC vs GWW
+570.2%
-177.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | 0.0% | -3.4% | +3.4% | +1.7% |
| 30D | -2.8% | -1.9% | -0.9% | -2.0% |
| 3M | +14.2% | -2.4% | +16.6% | +15.0% |
| 6M | +30.5% | +15.7% | +14.8% | +20.3% |
| YTD | +15.8% | +27.6% | -11.8% | +1.1% |
| 1Y | +26.2% | +27.2% | -1.0% | +10.1% |
| 3Y | +136.5% | +89.7% | +46.9% | +66.4% |
| 5Y | +75.9% | +223.9% | -148.0% | -9.0% |
| All | +392.9% | +570.2% | -177.3% | +85.1% |
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