+669.9%
GWW vs A
+302.9%
+367.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | +3.6% | -0.5% | +4.0% | +3.7% |
| 30D | +12.1% | 0.0% | +12.1% | +12.0% |
| 3M | +12.9% | +16.7% | -3.8% | +6.3% |
| 6M | +19.3% | +54.8% | -35.5% | +0.4% |
| YTD | +48.7% | +28.8% | +19.9% | +33.5% |
| 1Y | +60.5% | +19.3% | +41.2% | +48.3% |
| 3Y | +93.3% | +65.5% | +27.7% | +51.3% |
| 5Y | +219.0% | +12.1% | +206.9% | +187.6% |
| All | +669.9% | +302.9% | +367.0% | +324.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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