+21.3%
EXC vs GWW
+91.5%
-70.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +0.8% |
| 7D | +1.2% | -1.5% | +2.8% | +1.3% |
| 30D | -2.7% | +1.1% | -3.8% | -2.8% |
| 3M | -1.0% | -1.0% | 0.0% | -0.9% |
| 6M | -9.3% | +16.3% | -25.6% | -9.8% |
| YTD | +3.6% | +28.5% | -24.9% | +1.5% |
| 1Y | +5.9% | +30.3% | -24.4% | +3.5% |
| 3Y | +21.3% | +91.6% | -70.3% | +10.0% |
| All | +21.3% | +91.5% | -70.2% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling