+57.1%
GWW vs BAH
+6.2%
+50.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.5% | +5.1% | +6.5% |
| 7D | +11.1% | +5.8% | +5.3% | +10.9% |
| 30D | +15.7% | +28.7% | -13.0% | +15.1% |
| 3M | +14.8% | +20.9% | -6.1% | +14.3% |
| 6M | +30.9% | +15.2% | +15.8% | +30.6% |
| YTD | +48.5% | +7.1% | +41.4% | +46.6% |
| 1Y | +57.1% | +6.4% | +50.7% | +56.9% |
| All | +57.1% | +6.2% | +50.9% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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