+7,843.3%
FIX vs GWW
+5,781.8%
+2,061.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.7% | +6.2% | +5.8% |
| 7D | -17.5% | +6.0% | -23.5% | -20.5% |
| 30D | -41.6% | +14.0% | -55.6% | -45.9% |
| 3M | -40.6% | +12.5% | -53.1% | -44.7% |
| 6M | -49.4% | +23.6% | -73.0% | -55.3% |
| YTD | +9.2% | +43.6% | -34.4% | -11.3% |
| 1Y | +6.5% | +52.5% | -46.0% | -16.4% |
| 3Y | +448.7% | +92.6% | +356.2% | +282.5% |
| 5Y | +948.7% | +219.0% | +729.7% | +459.7% |
| 10Y | +3,659.7% | +713.8% | +2,945.9% | +1,117.7% |
| All | +7,843.3% | +5,781.8% | +2,061.5% | +1,133.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling