+0.1%
DOW vs GWW
+447.3%
-447.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.2% |
| 7D | +5.2% | +3.6% | +1.7% | +3.1% |
| 30D | +13.2% | +12.1% | +1.1% | +5.4% |
| 3M | +10.1% | +12.9% | -2.8% | +1.7% |
| 6M | -13.1% | +19.3% | -32.4% | -23.1% |
| YTD | +46.1% | +48.7% | -2.6% | +11.0% |
| 1Y | +50.0% | +60.5% | -10.5% | +8.4% |
| 3Y | -20.2% | +93.3% | -113.5% | -50.1% |
| 5Y | -27.7% | +219.0% | -246.6% | -70.0% |
| All | +0.1% | +447.3% | -447.2% | -74.8% |
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