+3,800.0%
FIX vs GWW
+696.0%
+3,104.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.7% | +8.8% | +9.0% |
| 7D | -7.2% | +5.3% | -12.5% | -10.7% |
| 30D | -35.1% | +12.4% | -47.5% | -40.1% |
| 3M | -34.3% | +13.7% | -48.0% | -39.8% |
| 6M | -42.9% | +18.0% | -60.9% | -49.0% |
| YTD | +19.5% | +44.6% | -25.1% | -6.5% |
| 1Y | +16.8% | +53.1% | -36.3% | -12.0% |
| 3Y | +506.7% | +90.2% | +416.5% | +301.6% |
| 5Y | +1,046.7% | +215.0% | +831.7% | +458.2% |
| 10Y | +3,800.0% | +658.9% | +3,141.0% | +1,267.3% |
| All | +3,800.0% | +696.0% | +3,104.0% | +1,267.3% |
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