+561.8%
GWW vs AMCR
+14.6%
+547.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.3% |
| 7D | -3.4% | -6.3% | +2.9% | -0.9% |
| 30D | -1.9% | -7.8% | +5.9% | +1.1% |
| 3M | -2.4% | +7.5% | -9.9% | -5.6% |
| 6M | +15.7% | +2.7% | +13.0% | +13.2% |
| YTD | +27.6% | +6.0% | +21.6% | +22.8% |
| 1Y | +27.2% | +7.8% | +19.4% | +21.3% |
| 3Y | +89.7% | +5.8% | +83.9% | +78.4% |
| 5Y | +223.9% | -11.6% | +235.5% | +226.2% |
| All | +561.8% | +14.6% | +547.1% | +457.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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