-2.4%
GFS vs WWD
+221.6%
-224.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.5% | +0.9% |
| 7D | +1.0% | +1.3% | -0.3% | +0.3% |
| 30D | -8.6% | -7.2% | -1.4% | -4.8% |
| 3M | -46.5% | -3.8% | -42.7% | -45.8% |
| 6M | -4.8% | -9.9% | +5.1% | -0.4% |
| YTD | +29.7% | +14.8% | +14.8% | +17.7% |
| 1Y | +35.8% | +42.1% | -6.2% | +7.5% |
| 3Y | -18.3% | +170.8% | -189.1% | -58.3% |
| All | -2.4% | +221.6% | -224.0% | -54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling