+130.7%
FIX vs GWW
+30.8%
+99.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.0% | +3.6% |
| 7D | +6.1% | -1.5% | +7.6% | +6.7% |
| 30D | -2.7% | +1.1% | -3.8% | -3.2% |
| 3M | -10.9% | -1.0% | -10.0% | -10.5% |
| 6M | +29.0% | +16.3% | +12.7% | +19.9% |
| YTD | +76.9% | +28.5% | +48.4% | +60.6% |
| 1Y | +130.7% | +30.3% | +100.5% | +114.6% |
| All | +130.7% | +30.8% | +99.9% | +114.6% |
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