+1,129.1%
DIA vs GWW
+4,220.4%
-3,091.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | -0.2% | +1.4% | -1.6% | -0.7% |
| 30D | -1.5% | +3.3% | -4.8% | -2.8% |
| 3M | +3.8% | +2.9% | +0.8% | +2.3% |
| 6M | +10.3% | +15.8% | -5.5% | +3.8% |
| YTD | +12.1% | +32.0% | -19.9% | 0.0% |
| 1Y | +18.6% | +29.9% | -11.3% | +6.3% |
| 3Y | +60.6% | +91.1% | -30.4% | +22.8% |
| 5Y | +64.4% | +223.9% | -159.5% | +0.7% |
| 10Y | +250.1% | +567.0% | -316.9% | +54.3% |
| All | +1,129.1% | +4,220.4% | -3,091.4% | +148.8% |
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