+40.9%
DUK vs GWW
+222.0%
-181.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | -0.1% |
| 7D | -0.7% | -3.4% | +2.7% | -0.1% |
| 30D | -2.4% | -1.9% | -0.5% | -2.2% |
| 3M | -3.0% | -2.4% | -0.6% | -2.8% |
| 6M | -6.6% | +15.7% | -22.3% | -9.2% |
| YTD | +4.6% | +27.6% | -23.0% | -0.5% |
| 1Y | +1.2% | +27.2% | -26.0% | -3.7% |
| 3Y | +45.7% | +89.7% | -44.0% | +23.4% |
| All | +40.9% | +222.0% | -181.0% | +1.7% |
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