+5,993.3%
FIX vs GWW
+557.3%
+5,436.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.0% | +4.0% |
| 7D | +6.1% | -1.5% | +7.6% | +7.0% |
| 30D | -2.7% | +1.1% | -3.8% | -3.4% |
| 3M | -10.9% | -1.0% | -10.0% | -10.6% |
| 6M | +29.0% | +16.3% | +12.7% | +17.3% |
| YTD | +76.9% | +28.5% | +48.4% | +50.4% |
| 1Y | +130.7% | +30.3% | +100.5% | +94.1% |
| 3Y | +790.7% | +91.6% | +699.1% | +497.0% |
| 5Y | +2,185.6% | +224.0% | +1,961.6% | +1,023.2% |
| 10Y | +5,993.3% | +551.3% | +5,442.0% | +2,127.1% |
| All | +5,993.3% | +557.3% | +5,436.0% | +2,127.1% |
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