+3.9%
D vs GWW
+221.1%
-217.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | -0.4% | -0.5% | 0.0% | -0.4% |
| 30D | -2.1% | -1.4% | -0.6% | -1.8% |
| 3M | -0.7% | -3.6% | +2.9% | -0.2% |
| 6M | +5.6% | +15.1% | -9.5% | +2.2% |
| YTD | +14.6% | +27.5% | -12.9% | +8.3% |
| 1Y | +15.3% | +29.6% | -14.3% | +8.5% |
| 3Y | +59.1% | +90.1% | -30.9% | +34.1% |
| 5Y | +3.9% | +222.6% | -218.7% | -25.4% |
| All | +3.9% | +221.1% | -217.2% | -25.4% |
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