+244.3%
DIA vs GWW
+565.7%
-321.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.4% |
| 7D | -3.0% | -3.1% | +0.1% | -1.9% |
| 30D | -3.0% | -2.3% | -0.7% | -2.2% |
| 3M | +4.5% | -3.3% | +7.8% | +5.4% |
| 6M | +9.8% | +15.4% | -5.6% | +3.6% |
| YTD | +9.3% | +26.7% | -17.5% | -0.6% |
| 1Y | +16.0% | +29.0% | -13.0% | +4.6% |
| 3Y | +57.7% | +89.0% | -31.2% | +22.2% |
| 5Y | +63.8% | +221.8% | -158.0% | +1.9% |
| All | +244.3% | +565.7% | -321.4% | +74.1% |
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