+140.2%
GS vs WWD
+161.2%
-21.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.0% | -0.4% | -4.0% |
| 7D | -6.3% | -2.6% | -3.8% | -5.4% |
| 30D | -3.1% | -7.7% | +4.6% | -0.3% |
| 3M | -17.7% | -17.7% | +0.1% | -11.4% |
| 6M | -4.6% | -15.9% | +11.4% | +1.2% |
| YTD | +0.3% | +1.8% | -1.5% | -2.2% |
| 1Y | +11.7% | +17.4% | -5.7% | +2.4% |
| 3Y | +183.6% | +137.1% | +46.5% | +91.8% |
| All | +140.2% | +161.2% | -21.0% | +49.2% |
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