-26.7%
DT vs GWW
+219.8%
-246.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.9% |
| 7D | -2.5% | -3.1% | +0.6% | -1.2% |
| 30D | +3.5% | -2.3% | +5.9% | +4.6% |
| 3M | +26.7% | -3.3% | +30.0% | +27.9% |
| 6M | +36.1% | +15.4% | +20.8% | +26.3% |
| YTD | +18.6% | +26.7% | -8.1% | +3.9% |
| 1Y | +7.9% | +29.0% | -21.1% | -6.6% |
| 3Y | +8.6% | +89.0% | -80.4% | -25.8% |
| 5Y | -26.7% | +221.8% | -248.4% | -65.1% |
| All | -26.7% | +219.8% | -246.4% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling