+557.4%
GWW vs A
+247.2%
+310.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.6% | -0.2% |
| 7D | -3.1% | -4.6% | +1.4% | -1.5% |
| 30D | -2.3% | -4.3% | +1.9% | -0.9% |
| 3M | -3.3% | +8.9% | -12.3% | -6.7% |
| 6M | +15.4% | +24.5% | -9.1% | +5.0% |
| YTD | +26.7% | +5.8% | +20.9% | +22.5% |
| 1Y | +29.0% | +16.2% | +12.7% | +19.6% |
| 3Y | +89.0% | +28.5% | +60.5% | +62.5% |
| 5Y | +221.8% | -16.3% | +238.1% | +226.5% |
| All | +557.4% | +247.2% | +310.2% | +260.5% |
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