+48.3%
D vs GWW
+663.6%
-615.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | -0.2% |
| 7D | +2.4% | +5.5% | -3.2% | +1.0% |
| 30D | +10.9% | +14.4% | -3.5% | +7.3% |
| 3M | +2.8% | +13.7% | -10.9% | -0.4% |
| 6M | +12.7% | +20.1% | -7.4% | +7.5% |
| YTD | +20.3% | +47.1% | -26.8% | +8.7% |
| 1Y | +17.1% | +56.2% | -39.1% | +4.1% |
| 3Y | +75.1% | +90.5% | -15.4% | +45.8% |
| 5Y | +13.1% | +221.2% | -208.1% | -19.6% |
| 10Y | +48.3% | +648.4% | -600.1% | -12.7% |
| All | +48.3% | +663.6% | -615.3% | -12.7% |
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