+87.8%
DT vs GWW
+459.3%
-371.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.2% |
| 7D | +3.1% | +3.6% | -0.4% | +1.5% |
| 30D | -29.5% | +12.1% | -41.7% | -33.2% |
| 3M | -11.7% | +12.9% | -24.6% | -16.6% |
| 6M | +29.0% | +19.3% | +9.7% | +18.2% |
| YTD | +3.4% | +48.7% | -45.4% | -16.1% |
| 1Y | -4.2% | +60.5% | -64.7% | -25.4% |
| 3Y | -12.8% | +93.3% | -106.1% | -39.4% |
| 5Y | -39.6% | +219.0% | -258.6% | -68.3% |
| All | +87.8% | +459.3% | -371.4% | -37.0% |
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