+6,258.3%
EFX vs GWW
+14,103.4%
-7,845.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.4% | -2.1% |
| 7D | -7.8% | -1.5% | -6.3% | -7.3% |
| 30D | -5.7% | +1.1% | -6.8% | -6.2% |
| 3M | +2.5% | -1.0% | +3.5% | +2.6% |
| 6M | -16.7% | +16.3% | -33.0% | -21.7% |
| YTD | -20.2% | +28.5% | -48.7% | -28.1% |
| 1Y | -31.4% | +30.3% | -61.7% | -38.5% |
| 3Y | -10.5% | +91.6% | -102.1% | -31.1% |
| 5Y | -35.2% | +224.0% | -259.2% | -59.2% |
| 10Y | +40.2% | +551.3% | -511.2% | -34.7% |
| All | +6,258.3% | +14,103.4% | -7,845.1% | +1,020.5% |
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