+43.5%
F vs GWW
+92.7%
-49.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | +1.6% | +6.0% | -4.4% | -1.1% |
| 30D | +2.6% | +14.0% | -11.4% | -3.2% |
| 3M | -8.8% | +12.5% | -21.4% | -13.6% |
| 6M | +4.6% | +23.6% | -19.0% | -5.3% |
| YTD | -1.9% | +43.6% | -45.5% | -17.7% |
| 1Y | -0.8% | +52.5% | -53.2% | -19.2% |
| 3Y | +43.5% | +92.6% | -49.1% | +8.3% |
| All | +43.5% | +92.7% | -49.3% | +8.3% |
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