+64.7%
D vs GWW
+96.2%
-31.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | +1.5% | +1.4% | +0.1% | +1.3% |
| 30D | -2.6% | +3.3% | -5.9% | -3.0% |
| 3M | 0.0% | +2.9% | -2.9% | -0.5% |
| 6M | +7.4% | +15.8% | -8.4% | +5.0% |
| YTD | +15.9% | +32.0% | -16.2% | +11.0% |
| 1Y | +18.1% | +29.9% | -11.8% | +13.4% |
| All | +64.7% | +96.2% | -31.4% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling