-20.2%
BKNG vs GWW
+28.2%
-48.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -10.7% | -3.1% | -7.5% | -10.2% |
| 30D | -18.1% | -2.3% | -15.8% | -17.7% |
| 3M | +8.5% | -3.3% | +11.8% | +8.9% |
| 6M | -0.1% | +15.4% | -15.4% | -3.7% |
| YTD | -18.2% | +26.7% | -45.0% | -22.9% |
| All | -20.2% | +28.2% | -48.4% | -26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling