-66.4%
BAX vs GWW
+223.7%
-290.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.7% | -1.1% | -2.8% |
| 7D | -2.4% | -1.5% | -0.9% | -1.9% |
| 30D | -9.7% | +1.1% | -10.8% | -10.1% |
| 3M | +29.3% | -1.0% | +30.2% | +29.5% |
| 6M | +40.7% | +16.3% | +24.3% | +33.0% |
| YTD | +30.3% | +28.5% | +1.8% | +20.3% |
| 1Y | +3.4% | +30.3% | -26.9% | -4.9% |
| 3Y | -32.0% | +91.6% | -123.6% | -44.1% |
| All | -66.4% | +223.7% | -290.1% | -75.6% |
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