+46.0%
F vs GWW
+93.2%
-47.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | -3.1% | +3.6% | -6.7% | -4.6% |
| 30D | 0.0% | +12.1% | -12.1% | -4.9% |
| 3M | -13.2% | +12.9% | -26.1% | -17.9% |
| 6M | -10.2% | +19.3% | -29.5% | -17.4% |
| YTD | -4.9% | +48.7% | -53.7% | -21.5% |
| 1Y | -6.1% | +60.5% | -66.6% | -25.3% |
| 3Y | +46.0% | +93.3% | -47.3% | +9.7% |
| All | +46.0% | +93.2% | -47.3% | +9.7% |
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