+222.6%
GWW vs BBWI
-68.8%
+291.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.3% | +5.5% | 0.0% |
| 7D | -0.5% | -4.4% | +4.0% | +0.1% |
| 30D | -1.4% | -7.4% | +6.0% | -0.7% |
| 3M | -3.6% | -2.2% | -1.4% | -3.8% |
| 6M | +15.1% | -16.3% | +31.4% | +16.6% |
| YTD | +27.5% | -9.1% | +36.6% | +27.4% |
| 1Y | +29.6% | -34.5% | +64.1% | +34.3% |
| 3Y | +90.1% | -47.0% | +137.0% | +96.6% |
| 5Y | +222.6% | -68.8% | +291.5% | +263.8% |
| All | +222.6% | -68.8% | +291.4% | +263.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling