-25.6%
EFX vs GWW
+31.2%
-56.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.9% | -7.3% | -6.5% |
| 7D | -8.6% | +1.4% | -10.0% | -8.9% |
| 30D | +0.1% | +3.3% | -3.2% | -0.5% |
| 3M | +3.8% | +2.9% | +0.9% | +2.9% |
| 6M | -13.5% | +15.8% | -29.3% | -17.0% |
| YTD | -17.7% | +32.0% | -49.7% | -23.6% |
| 1Y | -25.6% | +29.9% | -55.5% | -33.8% |
| All | -25.6% | +31.2% | -56.7% | -33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling