+557.4%
GWW vs BAH
+207.1%
+350.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.8% | -5.4% | -1.8% |
| 7D | -3.1% | +2.4% | -5.6% | -3.8% |
| 30D | -2.3% | -2.9% | +0.6% | -1.7% |
| 3M | -3.3% | -1.3% | -2.0% | -3.6% |
| 6M | +15.4% | -0.9% | +16.3% | +14.2% |
| YTD | +26.7% | -8.2% | +35.0% | +26.9% |
| 1Y | +29.0% | -24.0% | +52.9% | +36.1% |
| 3Y | +89.0% | -28.1% | +117.1% | +92.3% |
| 5Y | +221.8% | +2.5% | +219.3% | +181.3% |
| All | +557.4% | +207.1% | +350.3% | +345.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling