+508.4%
F vs GWW
+15,800.4%
-15,292.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | +1.6% | +6.2% | -4.6% | -1.5% |
| 30D | +2.6% | +14.2% | -11.6% | -4.0% |
| 3M | -8.8% | +12.7% | -21.6% | -14.3% |
| 6M | +4.6% | +23.9% | -19.2% | -6.5% |
| YTD | -1.9% | +43.9% | -45.8% | -18.9% |
| 1Y | -0.8% | +52.7% | -53.5% | -20.5% |
| 3Y | +43.5% | +92.9% | -49.4% | +0.9% |
| 5Y | -12.1% | +219.6% | -231.6% | -52.3% |
| 10Y | +83.6% | +715.2% | -631.6% | -40.9% |
| All | +508.4% | +15,800.4% | -15,292.0% | -45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling