+47.6%
F vs GWW
+96.2%
-48.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.1% |
| 7D | +5.3% | +1.4% | +3.9% | +4.7% |
| 30D | +4.6% | +3.3% | +1.3% | +3.1% |
| 3M | -3.7% | +2.9% | -6.6% | -5.2% |
| 6M | +16.8% | +15.8% | +1.0% | +9.3% |
| YTD | +15.3% | +32.0% | -16.7% | +1.4% |
| 1Y | +31.0% | +29.9% | +1.1% | +15.8% |
| All | +47.6% | +96.2% | -48.6% | +26.6% |
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