+7,692.7%
EW vs GWW
+4,068.2%
+3,624.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | +4.9% | +3.6% | +1.4% | +3.9% |
| 30D | +23.9% | +12.1% | +11.8% | +19.9% |
| 3M | +15.8% | +12.9% | +2.9% | +11.7% |
| 6M | +31.7% | +19.3% | +12.3% | +24.7% |
| YTD | +25.7% | +48.7% | -23.0% | +11.3% |
| 1Y | +24.4% | +60.5% | -36.1% | +7.8% |
| 3Y | +65.9% | +93.3% | -27.4% | +34.0% |
| 5Y | -7.6% | +219.0% | -226.6% | -36.7% |
| 10Y | +253.2% | +659.0% | -405.8% | +82.7% |
| All | +7,692.7% | +4,068.2% | +3,624.5% | +2,658.7% |
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 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