+1,424.0%
GWW vs BAH
+1,077.1%
+346.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | 0.0% | -1.6% | +1.6% | +0.3% |
| 30D | +14.0% | +18.0% | -4.1% | +9.3% |
| 3M | +14.4% | +11.4% | +2.9% | +11.0% |
| 6M | +21.7% | +17.7% | +4.0% | +15.6% |
| YTD | +48.4% | +5.4% | +43.1% | +43.3% |
| 1Y | +58.4% | +2.8% | +55.6% | +53.7% |
| 3Y | +92.3% | -26.7% | +118.9% | +97.5% |
| 5Y | +221.8% | +8.1% | +213.7% | +191.8% |
| 10Y | +657.6% | +202.5% | +455.0% | +440.9% |
| All | +1,424.0% | +1,077.1% | +346.9% | +674.8% |
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 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