+1,090.1%
BAC vs GWW
+16,483.6%
-15,393.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.9% |
| 7D | +1.5% | +3.7% | -2.2% | -0.5% |
| 30D | -6.4% | +13.6% | -20.0% | -12.7% |
| 3M | -21.7% | +15.4% | -37.0% | -27.7% |
| 6M | +0.5% | +21.8% | -21.3% | -10.4% |
| YTD | -6.7% | +50.0% | -56.7% | -26.3% |
| 1Y | -4.7% | +60.2% | -64.9% | -27.5% |
| 3Y | +96.1% | +94.4% | +1.7% | +32.3% |
| 5Y | +21.7% | +221.8% | -200.1% | -39.6% |
| 10Y | +232.0% | +665.8% | -433.8% | -4.3% |
| All | +1,090.1% | +16,483.6% | -15,393.5% | -16.1% |
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 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