+11,573.1%
COST vs GWW
+13,989.5%
-2,416.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -2.8% | -0.5% | -2.3% | -2.7% |
| 30D | -5.3% | -1.4% | -3.8% | -4.8% |
| 3M | -6.7% | -3.6% | -3.0% | -5.7% |
| 6M | -9.9% | +15.1% | -25.1% | -14.6% |
| YTD | +5.1% | +27.5% | -22.4% | -4.0% |
| 1Y | -7.3% | +29.6% | -36.9% | -16.0% |
| 3Y | +70.4% | +90.1% | -19.7% | +33.1% |
| 5Y | +104.4% | +222.6% | -118.2% | +31.5% |
| 10Y | +609.0% | +566.5% | +42.5% | +227.8% |
| All | +11,573.1% | +13,989.5% | -2,416.3% | +1,335.5% |
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