+2,142.3%
GWW vs BR
+1,282.8%
+859.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -3.1% | -6.0% | +2.8% | -0.6% |
| 30D | -2.3% | -0.9% | -1.5% | -2.1% |
| 3M | -3.3% | +16.4% | -19.7% | -10.3% |
| 6M | +15.4% | -8.2% | +23.6% | +17.9% |
| YTD | +26.7% | -23.2% | +50.0% | +39.3% |
| 1Y | +29.0% | -30.9% | +59.9% | +48.7% |
| 3Y | +89.0% | -5.0% | +94.0% | +86.3% |
| 5Y | +221.8% | +8.8% | +213.0% | +193.6% |
| 10Y | +562.7% | +190.1% | +372.6% | +284.8% |
| All | +2,142.3% | +1,282.8% | +859.5% | +541.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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