+557.4%
GWW vs BBWI
-57.7%
+615.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | -3.1% | -8.0% | +4.9% | -1.8% |
| 30D | -2.3% | -6.6% | +4.3% | -1.4% |
| 3M | -3.3% | -2.7% | -0.6% | -3.4% |
| 6M | +15.4% | -12.8% | +28.2% | +16.4% |
| YTD | +26.7% | -10.5% | +37.2% | +26.8% |
| 1Y | +29.0% | -35.3% | +64.3% | +35.0% |
| 3Y | +89.0% | -47.7% | +136.7% | +97.6% |
| 5Y | +221.8% | -68.9% | +290.6% | +257.9% |
| All | +557.4% | -57.7% | +615.0% | +480.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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