-39.3%
BAX vs GWW
+570.2%
-609.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.2% | -1.8% |
| 7D | -7.9% | -3.4% | -4.5% | -6.9% |
| 30D | -11.7% | -1.9% | -9.7% | -11.2% |
| 3M | +16.2% | -2.4% | +18.6% | +16.9% |
| 6M | +32.0% | +15.7% | +16.3% | +26.3% |
| YTD | +24.7% | +27.6% | -2.9% | +16.6% |
| 1Y | -2.6% | +27.2% | -29.8% | -8.9% |
| 3Y | -35.0% | +89.7% | -124.6% | -45.8% |
| 5Y | -67.6% | +223.9% | -291.5% | -76.8% |
| All | -39.3% | +570.2% | -609.5% | -62.2% |
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 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