-63.3%
BAX vs GWW
+224.6%
-287.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | +6.3% | +14.0% | -7.7% | +1.2% |
| 3M | -4.6% | +14.4% | -18.9% | -9.3% |
| 6M | +50.4% | +21.7% | +28.7% | +39.3% |
| YTD | +38.0% | +48.4% | -10.4% | +20.4% |
| 1Y | +44.6% | +58.4% | -13.8% | +23.7% |
| 3Y | -15.1% | +92.3% | -107.4% | -31.7% |
| 5Y | -63.3% | +221.8% | -285.1% | -75.3% |
| All | -63.3% | +224.6% | -287.9% | -75.3% |
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