+2,827.3%
GWW vs BIDU
+1,302.3%
+1,525.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.0% | +4.3% | -1.7% |
| 7D | -1.5% | -2.4% | +0.9% | -1.2% |
| 30D | +1.1% | -15.6% | +16.7% | +3.3% |
| 3M | -1.0% | -22.3% | +21.3% | +2.1% |
| 6M | +16.3% | -22.3% | +38.6% | +19.3% |
| YTD | +28.5% | -29.2% | +57.7% | +32.9% |
| 1Y | +30.3% | -14.8% | +45.1% | +30.3% |
| 3Y | +91.6% | -31.8% | +123.4% | +93.4% |
| 5Y | +224.0% | -43.1% | +267.1% | +218.4% |
| 10Y | +551.3% | -50.6% | +602.0% | +512.3% |
| All | +2,827.3% | +1,302.3% | +1,525.0% | +1,644.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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