+3,644.4%
FIX vs GWW
+663.6%
+2,980.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.7% |
| 7D | -13.9% | +5.5% | -19.5% | -17.3% |
| 30D | -35.5% | +14.4% | -49.9% | -41.1% |
| 3M | -33.9% | +13.7% | -47.7% | -39.5% |
| 6M | -43.3% | +20.1% | -63.4% | -49.9% |
| YTD | +18.7% | +47.1% | -28.4% | -8.1% |
| 1Y | +13.8% | +56.2% | -42.5% | -15.3% |
| 3Y | +495.0% | +90.5% | +404.4% | +293.6% |
| 5Y | +1,049.0% | +221.2% | +827.8% | +453.3% |
| 10Y | +3,644.4% | +648.4% | +2,996.0% | +1,220.4% |
| All | +3,644.4% | +663.6% | +2,980.8% | +1,220.4% |
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