+23.3%
CAVA vs GWW
+79.8%
-56.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.9% | -4.1% |
| 7D | -12.4% | -3.1% | -9.3% | -10.6% |
| 30D | -11.2% | -2.3% | -8.9% | -9.9% |
| 3M | -33.8% | -3.3% | -30.5% | -32.6% |
| 6M | -32.5% | +15.4% | -47.9% | -39.6% |
| YTD | -8.0% | +26.7% | -34.7% | -23.7% |
| 1Y | -17.1% | +29.0% | -46.1% | -32.4% |
| 3Y | +37.8% | +89.0% | -51.1% | -22.9% |
| All | +23.3% | +79.8% | -56.5% | -24.6% |
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