+478.5%
GS vs WWD
+494.7%
-16.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.9% | -0.3% | +2.4% |
| 7D | +0.8% | +4.2% | -3.3% | -1.1% |
| 30D | +1.2% | -0.8% | +2.0% | +1.3% |
| 3M | -12.4% | -8.2% | -4.2% | -9.3% |
| 6M | -2.3% | -9.8% | +7.5% | +1.2% |
| YTD | +4.6% | +10.4% | -5.8% | -2.3% |
| 1Y | +17.5% | +25.5% | -8.0% | +2.8% |
| 3Y | +202.0% | +155.8% | +46.2% | +84.0% |
| 5Y | +152.4% | +187.3% | -35.0% | +40.8% |
| 10Y | +478.5% | +462.7% | +15.8% | +128.3% |
| All | +478.5% | +494.7% | -16.1% | +128.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling