+11.9%
D vs GWW
+16.8%
-5.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | +3.0% | +6.2% | -3.2% | +2.3% |
| 30D | +11.5% | +14.2% | -2.7% | +10.4% |
| 3M | +3.7% | +12.7% | -9.0% | +2.8% |
| All | +11.9% | +16.8% | -5.0% | +12.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling