+2,271.9%
D vs GWW
+14,492.5%
-12,220.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.6% |
| 7D | +0.4% | +1.4% | -1.0% | +0.1% |
| 30D | -3.6% | +3.3% | -6.8% | -4.2% |
| 3M | -1.0% | +2.9% | -3.9% | -1.7% |
| 6M | +6.3% | +15.8% | -9.5% | +2.7% |
| YTD | +14.7% | +32.0% | -17.3% | +7.7% |
| 1Y | +16.9% | +29.9% | -13.0% | +10.0% |
| 3Y | +56.8% | +91.1% | -34.3% | +34.4% |
| 5Y | +5.2% | +223.9% | -218.7% | -20.3% |
| 10Y | +35.9% | +567.0% | -531.2% | -14.2% |
| All | +2,271.9% | +14,492.5% | -12,220.6% | +790.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling