+654.3%
GS vs WWD
+478.9%
+175.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.4% |
| 7D | +0.9% | +1.3% | -0.4% | +0.4% |
| 30D | -1.6% | -7.2% | +5.6% | +1.7% |
| 3M | -4.5% | -3.8% | -0.6% | -3.5% |
| 6M | +20.9% | -9.9% | +30.8% | +25.1% |
| YTD | +19.9% | +14.8% | +5.1% | +10.3% |
| 1Y | +41.4% | +42.1% | -0.7% | +16.7% |
| 3Y | +239.2% | +170.8% | +68.4% | +101.3% |
| 5Y | +185.0% | +197.5% | -12.5% | +56.4% |
| All | +654.3% | +478.9% | +175.4% | +177.4% |
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 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