+22.5%
F vs GWW
+29.4%
-6.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -3.6% |
| 7D | -4.9% | -0.5% | -4.4% | -4.6% |
| 30D | -2.9% | -1.4% | -1.5% | -2.3% |
| 3M | -9.1% | -3.6% | -5.4% | -8.0% |
| 6M | +12.9% | +15.1% | -2.2% | +6.1% |
| YTD | +6.1% | +27.5% | -21.4% | -6.2% |
| 1Y | +22.5% | +29.6% | -7.1% | +8.0% |
| All | +22.5% | +29.4% | -6.8% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling