+669.9%
GWW vs CAPR
-65.7%
+735.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.9% | +6.0% | -0.8% |
| 7D | +3.6% | +5.9% | -2.3% | +3.5% |
| 30D | +12.1% | +44.6% | -32.5% | +11.7% |
| 3M | +12.9% | +126.4% | -113.5% | +11.8% |
| 6M | +19.3% | -68.6% | +87.9% | +19.7% |
| YTD | +48.7% | -67.0% | +115.7% | +49.0% |
| 1Y | +60.5% | +65.2% | -4.7% | +55.0% |
| 3Y | +93.3% | +235.6% | -142.3% | +82.1% |
| 5Y | +219.0% | +175.4% | +43.5% | +199.2% |
| All | +669.9% | -65.7% | +735.6% | +590.5% |
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