+86.4%
F vs GWW
+557.3%
-470.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.7% | -1.6% | -2.9% |
| 7D | +1.2% | -1.5% | +2.7% | +1.9% |
| 30D | +1.2% | +1.1% | +0.1% | +0.6% |
| 3M | -5.7% | -1.0% | -4.7% | -5.5% |
| 6M | +17.9% | +16.3% | +1.6% | +9.0% |
| YTD | +10.4% | +28.5% | -18.1% | -3.4% |
| 1Y | +25.3% | +30.3% | -4.9% | +8.7% |
| 3Y | +37.5% | +91.6% | -54.1% | -3.6% |
| 5Y | +46.5% | +224.0% | -177.5% | -21.2% |
| 10Y | +86.4% | +551.3% | -464.9% | -22.5% |
| All | +86.4% | +557.3% | -470.9% | -22.5% |
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 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