+58.4%
GWW vs APD
+24.7%
+33.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.8% |
| 7D | 0.0% | -1.2% | +1.1% | +0.1% |
| 30D | +14.0% | +11.0% | +2.9% | +12.6% |
| 3M | +14.4% | +2.6% | +11.8% | +14.0% |
| 6M | +21.7% | +4.8% | +16.9% | +21.2% |
| YTD | +48.4% | +31.0% | +17.5% | +38.8% |
| 1Y | +58.4% | +23.4% | +35.0% | +50.4% |
| All | +58.4% | +24.7% | +33.7% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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