+34.3%
FANG vs GWW
+55.5%
-21.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.5% | -11.5% | -4.7% |
| 7D | -11.3% | +11.1% | -22.4% | -11.3% |
| 30D | -0.7% | +15.7% | -16.4% | -0.9% |
| 3M | -4.2% | +14.8% | -18.9% | -4.4% |
| 6M | -13.5% | +30.9% | -44.4% | -14.1% |
| YTD | +23.7% | +48.5% | -24.7% | +21.0% |
| 1Y | +34.3% | +57.1% | -22.8% | +33.5% |
| All | +34.3% | +55.5% | -21.1% | +33.5% |
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