+222.6%
GWW vs BAH
-3.7%
+226.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -0.5% | -1.3% | +0.9% | -0.2% |
| 30D | -1.4% | -6.6% | +5.2% | -0.3% |
| 3M | -3.6% | -7.2% | +3.5% | -2.6% |
| 6M | +15.1% | -10.0% | +25.1% | +16.7% |
| YTD | +27.5% | -12.5% | +39.9% | +28.9% |
| 1Y | +29.6% | -27.9% | +57.5% | +36.8% |
| 3Y | +90.1% | -31.4% | +121.5% | +90.0% |
| 5Y | +222.6% | -3.2% | +225.8% | +176.8% |
| All | +222.6% | -3.7% | +226.3% | +176.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling