+114.1%
DT vs GWW
+379.8%
-265.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -1.0% |
| 7D | -1.6% | -3.4% | +1.8% | -0.1% |
| 30D | +3.0% | -1.9% | +5.0% | +3.9% |
| 3M | +26.5% | -2.4% | +28.9% | +27.3% |
| 6M | +35.9% | +15.7% | +20.2% | +25.5% |
| YTD | +17.8% | +27.6% | -9.8% | +2.7% |
| 1Y | +4.1% | +27.2% | -23.1% | -9.4% |
| 3Y | +5.3% | +89.7% | -84.4% | -26.8% |
| 5Y | -27.2% | +223.9% | -251.1% | -62.2% |
| All | +114.1% | +379.8% | -265.7% | -22.9% |
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