+875.9%
BAX vs GWW
+14,492.5%
-13,616.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.8% |
| 7D | -1.1% | +1.4% | -2.5% | -1.5% |
| 30D | -5.5% | +3.3% | -8.7% | -6.3% |
| 3M | +33.5% | +2.9% | +30.6% | +32.4% |
| 6M | +35.9% | +15.8% | +20.1% | +30.8% |
| YTD | +35.4% | +32.0% | +3.3% | +26.4% |
| 1Y | +9.8% | +29.9% | -20.1% | +2.8% |
| 3Y | -32.7% | +91.1% | -123.8% | -43.2% |
| 5Y | -65.6% | +223.9% | -289.5% | -74.8% |
| 10Y | -34.9% | +567.0% | -601.9% | -61.5% |
| All | +875.9% | +14,492.5% | -13,616.6% | +121.6% |
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 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