+246.5%
BBY vs GWW
+570.2%
-323.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +2.8% |
| 7D | +0.6% | -3.4% | +3.9% | +2.2% |
| 30D | +9.4% | -1.9% | +11.3% | +10.4% |
| 3M | +19.3% | -2.4% | +21.7% | +20.3% |
| 6M | +47.9% | +15.7% | +32.2% | +36.9% |
| YTD | +39.6% | +27.6% | +12.0% | +22.9% |
| 1Y | +22.2% | +27.2% | -5.0% | +7.6% |
| 3Y | +45.0% | +89.7% | -44.7% | +4.5% |
| 5Y | +2.6% | +223.9% | -221.4% | -43.5% |
| All | +246.5% | +570.2% | -323.6% | +51.0% |
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