+284.0%
FITB vs GWW
+570.2%
-286.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.2% |
| 7D | -0.3% | -3.4% | +3.1% | +1.6% |
| 30D | -5.7% | -1.9% | -3.8% | -4.8% |
| 3M | +3.2% | -2.4% | +5.6% | +4.0% |
| 6M | +23.4% | +15.7% | +7.7% | +12.8% |
| YTD | +18.8% | +27.6% | -8.8% | +2.2% |
| 1Y | +25.0% | +27.2% | -2.2% | +7.6% |
| 3Y | +131.2% | +89.7% | +41.5% | +56.7% |
| 5Y | +70.7% | +223.9% | -153.2% | -16.9% |
| All | +284.0% | +570.2% | -286.1% | +40.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling