+561.8%
GWW vs BB
+1.6%
+560.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.1% | +0.5% |
| 7D | -3.4% | -0.4% | -3.0% | -3.3% |
| 30D | -1.9% | -12.5% | +10.6% | -0.9% |
| 3M | -2.4% | -17.4% | +15.0% | -1.5% |
| 6M | +15.7% | +119.1% | -103.4% | +6.4% |
| YTD | +27.6% | +102.4% | -74.8% | +18.0% |
| 1Y | +27.2% | +98.2% | -71.0% | +17.5% |
| 3Y | +89.7% | +46.9% | +42.7% | +74.9% |
| 5Y | +223.9% | -26.4% | +250.3% | +209.5% |
| All | +561.8% | +1.6% | +560.2% | +405.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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