-33.1%
BAX vs GWW
+658.3%
-691.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +0.1% | +3.6% | -3.5% | -1.0% |
| 30D | +4.1% | +12.1% | -8.0% | +0.5% |
| 3M | -4.5% | +12.9% | -17.5% | -8.1% |
| 6M | +49.2% | +19.3% | +29.9% | +41.1% |
| YTD | +35.2% | +48.7% | -13.5% | +20.5% |
| 1Y | +38.3% | +60.5% | -22.2% | +20.7% |
| 3Y | -19.0% | +93.3% | -112.3% | -33.3% |
| 5Y | -64.2% | +219.0% | -283.1% | -74.5% |
| All | -33.1% | +658.3% | -691.4% | -60.4% |
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