+561.8%
GWW vs BWA
+156.8%
+405.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.2% |
| 7D | -3.4% | -1.3% | -2.0% | -2.9% |
| 30D | -1.9% | -2.9% | +1.0% | -1.2% |
| 3M | -2.4% | -10.7% | +8.3% | +0.7% |
| 6M | +15.7% | +26.5% | -10.7% | +5.8% |
| YTD | +27.6% | +49.1% | -21.5% | +8.8% |
| 1Y | +27.2% | +52.1% | -24.9% | +7.4% |
| 3Y | +89.7% | +72.6% | +17.1% | +49.0% |
| 5Y | +223.9% | +89.4% | +134.5% | +137.5% |
| All | +561.8% | +156.8% | +405.0% | +308.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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