+14.6%
D vs GWW
+220.1%
-205.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | +0.8% | +5.3% | -4.5% | -0.3% |
| 30D | +10.7% | +12.4% | -1.7% | +8.1% |
| 3M | +2.3% | +13.7% | -11.4% | -0.4% |
| 6M | +12.5% | +18.0% | -5.5% | +8.5% |
| YTD | +20.1% | +44.6% | -24.5% | +10.5% |
| 1Y | +15.6% | +53.1% | -37.5% | +4.9% |
| 3Y | +75.2% | +90.2% | -15.1% | +48.2% |
| 5Y | +14.6% | +215.0% | -200.4% | -20.7% |
| All | +14.6% | +220.1% | -205.5% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling