+1,003.0%
BE vs GWW
+323.7%
+679.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.7% | +6.0% | +6.2% |
| 7D | +9.0% | -3.4% | +12.4% | +11.5% |
| 30D | +16.3% | -1.9% | +18.2% | +17.6% |
| 3M | +10.8% | -2.4% | +13.2% | +11.9% |
| 6M | +73.2% | +15.7% | +57.5% | +54.0% |
| YTD | +217.4% | +27.6% | +189.8% | +163.3% |
| 1Y | +309.8% | +27.2% | +282.6% | +239.5% |
| 3Y | +1,726.2% | +89.7% | +1,636.5% | +996.6% |
| 5Y | +1,306.2% | +223.9% | +1,082.2% | +461.0% |
| All | +1,003.0% | +323.7% | +679.3% | +189.3% |
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