+1,255.5%
GWW vs BAH
+886.2%
+369.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.3% | +1.2% |
| 7D | +1.4% | -3.2% | +4.6% | +2.2% |
| 30D | +3.3% | +2.0% | +1.3% | +2.7% |
| 3M | +2.9% | -7.6% | +10.6% | +4.3% |
| 6M | +15.8% | -5.7% | +21.5% | +16.1% |
| YTD | +32.0% | -11.7% | +43.8% | +33.5% |
| 1Y | +29.9% | -27.4% | +57.3% | +37.7% |
| 3Y | +91.1% | -32.5% | +123.6% | +99.6% |
| 5Y | +223.9% | -3.3% | +227.3% | +201.8% |
| 10Y | +567.0% | +186.0% | +381.0% | +386.3% |
| All | +1,255.5% | +886.2% | +369.3% | +621.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling