+27.6%
CAVA vs GWW
+81.0%
-53.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.1% |
| 7D | -8.0% | -3.4% | -4.7% | -6.0% |
| 30D | -19.6% | -1.9% | -17.7% | -18.6% |
| 3M | -36.7% | -2.4% | -34.3% | -35.9% |
| 6M | -30.6% | +15.7% | -46.3% | -38.0% |
| YTD | -4.8% | +27.6% | -32.4% | -21.4% |
| 1Y | -13.1% | +27.2% | -40.3% | -28.3% |
| 3Y | +48.8% | +89.7% | -40.9% | -16.7% |
| All | +27.6% | +81.0% | -53.4% | -22.3% |
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