+668.0%
BE vs GWW
+393.8%
+274.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.0% | -4.3% |
| 7D | +10.8% | +3.6% | +7.3% | +8.3% |
| 30D | -19.8% | +12.1% | -31.9% | -25.9% |
| 3M | -18.7% | +12.9% | -31.6% | -25.8% |
| 6M | -33.7% | +19.3% | -53.1% | -42.0% |
| YTD | +121.0% | +48.7% | +72.2% | +63.9% |
| 1Y | +85.4% | +60.5% | +24.9% | +30.0% |
| 3Y | +1,709.5% | +93.3% | +1,616.3% | +981.3% |
| 5Y | +462.2% | +219.0% | +243.2% | +127.4% |
| All | +668.0% | +393.8% | +274.1% | +80.2% |
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