+196.7%
EXC vs GWW
+658.3%
-461.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.2% | +1.6% |
| 7D | +1.4% | +3.6% | -2.2% | +0.4% |
| 30D | +8.6% | +12.1% | -3.6% | +5.2% |
| 3M | +2.4% | +12.9% | -10.5% | -1.1% |
| 6M | +6.5% | +19.3% | -12.9% | +1.1% |
| YTD | +9.0% | +48.7% | -39.7% | -3.4% |
| 1Y | +4.6% | +60.5% | -55.9% | -9.5% |
| 3Y | +33.5% | +93.3% | -59.8% | +6.8% |
| 5Y | +41.4% | +219.0% | -177.6% | -5.8% |
| All | +196.7% | +658.3% | -461.6% | +62.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling