+131.6%
C vs GWW
+222.6%
-91.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.4% |
| 7D | +3.2% | -1.5% | +4.7% | +3.8% |
| 30D | +1.3% | +1.1% | +0.2% | +0.8% |
| 3M | +3.1% | -1.0% | +4.1% | +3.2% |
| 6M | +29.6% | +16.3% | +13.3% | +21.0% |
| YTD | +19.0% | +28.5% | -9.6% | +6.3% |
| 1Y | +45.6% | +30.3% | +15.4% | +29.2% |
| 3Y | +269.3% | +91.6% | +177.7% | +186.1% |
| 5Y | +131.6% | +224.0% | -92.4% | +53.8% |
| All | +131.6% | +222.6% | -91.0% | +53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling