-12.1%
DOW vs GWW
+369.5%
-381.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.7% | -2.5% |
| 7D | -1.4% | -3.4% | +2.0% | +0.6% |
| 30D | -3.9% | -1.9% | -2.0% | -3.1% |
| 3M | -12.7% | -2.4% | -10.3% | -12.3% |
| 6M | -13.7% | +15.7% | -29.4% | -23.3% |
| YTD | +28.4% | +27.6% | +0.8% | +7.3% |
| 1Y | +21.8% | +27.2% | -5.4% | +1.9% |
| 3Y | -35.7% | +89.7% | -125.4% | -59.6% |
| 5Y | -36.8% | +223.9% | -260.7% | -75.1% |
| All | -12.1% | +369.5% | -381.6% | -75.6% |
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