+21.7%
BAC vs GWW
+224.0%
-202.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.8% |
| 7D | +1.5% | +3.7% | -2.2% | 0.0% |
| 30D | -6.4% | +13.6% | -20.0% | -11.2% |
| 3M | -21.7% | +15.4% | -37.0% | -26.3% |
| 6M | +0.5% | +21.8% | -21.3% | -8.0% |
| YTD | -6.7% | +50.0% | -56.7% | -22.7% |
| 1Y | -4.7% | +60.2% | -64.9% | -23.5% |
| 3Y | +96.1% | +94.4% | +1.7% | +44.2% |
| 5Y | +21.7% | +221.8% | -200.1% | -31.2% |
| All | +21.7% | +224.0% | -202.3% | -31.2% |
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