-30.1%
GFS vs WWD
+187.3%
-217.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.4% |
| 7D | +7.4% | +4.0% | +3.4% | +5.1% |
| 30D | -15.3% | +0.4% | -15.7% | -15.1% |
| 3M | -21.1% | -7.9% | -13.2% | -17.2% |
| 6M | -44.5% | -10.6% | -33.8% | -41.2% |
| YTD | +19.2% | +9.4% | +9.8% | +11.6% |
| 1Y | +27.2% | +25.7% | +1.5% | +8.8% |
| 3Y | -20.1% | +148.5% | -168.7% | -56.5% |
| All | -30.1% | +187.3% | -217.4% | -66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 5y: compounded portfolio wealth divided by compounded WWD 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…
5y analysis · Full analysis span regression · 6 months rolling