+669.9%
GWW vs BBWI
-47.4%
+717.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.1% |
| 7D | +3.6% | +0.1% | +3.4% | +3.5% |
| 30D | +12.1% | +12.9% | -0.8% | +9.8% |
| 3M | +12.9% | +16.0% | -3.1% | +9.6% |
| 6M | +19.3% | +16.6% | +2.7% | +14.9% |
| YTD | +48.7% | +9.7% | +39.0% | +43.4% |
| 1Y | +60.5% | +1.5% | +59.0% | +55.4% |
| 3Y | +93.3% | -21.4% | +114.6% | +87.9% |
| 5Y | +219.0% | -67.6% | +286.5% | +253.5% |
| All | +669.9% | -47.4% | +717.3% | +545.9% |
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