+566.5%
GWW vs CAPR
-77.3%
+643.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | -0.8% |
| 7D | -0.5% | -12.6% | +12.2% | -0.4% |
| 30D | -1.4% | +124.4% | -125.9% | -2.3% |
| 3M | -3.6% | -66.8% | +63.1% | -3.3% |
| 6M | +15.1% | -71.8% | +86.9% | +15.7% |
| YTD | +27.5% | -70.1% | +97.5% | +27.9% |
| 1Y | +29.6% | +33.3% | -3.7% | +25.5% |
| 3Y | +90.1% | +36.7% | +53.4% | +81.1% |
| 5Y | +222.6% | +72.5% | +150.2% | +204.5% |
| 10Y | +566.5% | -77.3% | +643.8% | +514.6% |
| All | +566.5% | -77.3% | +643.8% | +514.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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