+23.8%
GH vs WWD
+192.1%
-168.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.6% |
| 7D | -2.1% | +0.8% | -2.9% | -2.5% |
| 30D | -4.5% | -6.4% | +2.0% | -1.7% |
| 3M | +28.9% | -5.6% | +34.5% | +30.4% |
| 6M | +76.5% | -9.1% | +85.6% | +80.8% |
| YTD | +57.6% | +12.5% | +45.1% | +43.4% |
| 1Y | +167.5% | +41.3% | +126.2% | +112.0% |
| 3Y | +377.4% | +170.2% | +207.2% | +153.1% |
| 5Y | +23.8% | +192.5% | -168.7% | -46.4% |
| All | +23.8% | +192.1% | -168.3% | -46.4% |
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