+235.7%
DIA vs GWW
+658.3%
-422.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | +2.1% | +3.6% | -1.4% | +0.8% |
| 30D | +1.5% | +12.1% | -10.6% | -2.6% |
| 3M | -2.4% | +12.9% | -15.3% | -6.7% |
| 6M | +6.0% | +19.3% | -13.3% | -1.0% |
| YTD | +10.1% | +48.7% | -38.6% | -5.7% |
| 1Y | +11.8% | +60.5% | -48.7% | -6.9% |
| 3Y | +59.7% | +93.3% | -33.6% | +22.7% |
| 5Y | +57.9% | +219.0% | -161.1% | -1.4% |
| All | +235.7% | +658.3% | -422.6% | +61.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling