+561.8%
GWW vs AZO
+296.8%
+264.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.8% | +0.7% |
| 7D | -3.4% | -3.6% | +0.2% | -2.0% |
| 30D | -1.9% | -5.6% | +3.6% | +0.2% |
| 3M | -2.4% | -6.6% | +4.3% | -0.4% |
| 6M | +15.7% | -22.5% | +38.2% | +26.6% |
| YTD | +27.6% | -15.2% | +42.8% | +33.8% |
| 1Y | +27.2% | -33.9% | +61.1% | +47.1% |
| 3Y | +89.7% | +11.8% | +77.9% | +72.3% |
| 5Y | +223.9% | +85.5% | +138.4% | +129.5% |
| All | +561.8% | +296.8% | +264.9% | +231.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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