+93.3%
GWW vs BB
+147.9%
-54.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.8% |
| 7D | +3.6% | +1.8% | +1.7% | +3.4% |
| 30D | +12.1% | +8.1% | +4.0% | +11.6% |
| 3M | +12.9% | -1.0% | +13.9% | +12.7% |
| 6M | +19.3% | +45.9% | -26.6% | +15.5% |
| YTD | +48.7% | +134.8% | -86.1% | +39.4% |
| 1Y | +60.5% | +104.6% | -44.1% | +51.5% |
| 3Y | +93.3% | +152.8% | -59.6% | +71.2% |
| All | +93.3% | +147.9% | -54.6% | +71.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling