+14,337.8%
DE vs GWW
+14,103.4%
+234.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.8% | -0.6% |
| 7D | +0.7% | -1.5% | +2.2% | +1.4% |
| 30D | +9.6% | +1.1% | +8.5% | +9.0% |
| 3M | +19.0% | -1.0% | +20.0% | +19.2% |
| 6M | +16.1% | +16.3% | -0.3% | +7.5% |
| YTD | +47.0% | +28.5% | +18.5% | +29.8% |
| 1Y | +43.1% | +30.3% | +12.9% | +25.3% |
| 3Y | +77.5% | +91.6% | -14.1% | +27.6% |
| 5Y | +96.4% | +224.0% | -127.6% | +7.0% |
| 10Y | +852.9% | +551.3% | +301.6% | +252.3% |
| All | +14,337.8% | +14,103.4% | +234.4% | +1,420.8% |
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