+12.1%
GS vs WWD
+21.1%
-9.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.8% | -1.5% |
| 7D | -3.2% | +4.2% | -7.4% | -4.5% |
| 30D | -2.4% | -2.1% | -0.3% | -1.8% |
| 3M | -15.7% | -13.2% | -2.6% | -12.0% |
| 6M | -6.8% | -16.9% | +10.1% | -1.7% |
| YTD | -0.1% | +5.2% | -5.3% | -0.5% |
| 1Y | +12.1% | +20.6% | -8.5% | +8.6% |
| All | +12.1% | +21.1% | -9.0% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling