+224.0%
GWW vs AR
+140.6%
+83.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.8% | -2.6% |
| 7D | -1.5% | -1.8% | +0.3% | -1.4% |
| 30D | +1.1% | +12.6% | -11.5% | -0.1% |
| 3M | -1.0% | +10.0% | -11.0% | -2.0% |
| 6M | +16.3% | +0.6% | +15.7% | +15.8% |
| YTD | +28.5% | +13.4% | +15.1% | +26.1% |
| 1Y | +30.3% | +21.7% | +8.6% | +26.3% |
| 3Y | +91.6% | +45.8% | +45.8% | +78.5% |
| 5Y | +224.0% | +144.3% | +79.7% | +185.6% |
| All | +224.0% | +140.6% | +83.3% | +185.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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