+74.3%
F vs GWW
+663.6%
-589.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.5% | -1.6% |
| 7D | +1.0% | +5.5% | -4.6% | -1.8% |
| 30D | +2.1% | +14.4% | -12.3% | -4.6% |
| 3M | -10.3% | +13.7% | -24.0% | -16.0% |
| 6M | +3.3% | +20.1% | -16.8% | -6.2% |
| YTD | -2.0% | +47.1% | -49.1% | -20.1% |
| 1Y | -2.3% | +56.2% | -58.5% | -22.8% |
| 3Y | +49.9% | +90.5% | -40.6% | +5.5% |
| 5Y | -12.5% | +221.2% | -233.7% | -53.2% |
| 10Y | +74.3% | +648.4% | -574.2% | -33.1% |
| All | +74.3% | +663.6% | -589.3% | -33.1% |
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