+4,806.8%
GWW vs BB
+258.8%
+4,548.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +1.4% | -5.6% | +7.0% | +1.9% |
| 30D | +3.3% | -11.8% | +15.1% | +4.3% |
| 3M | +2.9% | -25.5% | +28.5% | +4.8% |
| 6M | +15.8% | +121.3% | -105.5% | +6.4% |
| YTD | +32.0% | +103.2% | -71.1% | +22.2% |
| 1Y | +29.9% | +102.6% | -72.7% | +19.8% |
| 3Y | +91.1% | +37.5% | +53.6% | +77.0% |
| 5Y | +223.9% | -30.4% | +254.4% | +211.8% |
| 10Y | +567.0% | 0.0% | +567.0% | +464.6% |
| All | +4,806.8% | +258.8% | +4,548.0% | +3,375.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling