+56.7%
BDX vs GWW
+570.2%
-513.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -3.2% | -3.4% | +0.2% | -2.4% |
| 30D | -2.5% | -1.9% | -0.6% | -2.1% |
| 3M | +21.4% | -2.4% | +23.8% | +22.0% |
| 6M | +10.4% | +15.7% | -5.3% | +6.5% |
| YTD | +18.8% | +27.6% | -8.8% | +11.9% |
| 1Y | +21.7% | +27.2% | -5.5% | +14.6% |
| 3Y | -10.0% | +89.7% | -99.6% | -23.5% |
| 5Y | -1.8% | +223.9% | -225.7% | -27.6% |
| All | +56.7% | +570.2% | -513.5% | -0.3% |
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 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