+648.4%
GWW vs CAPR
-68.2%
+716.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -9.9% | +11.7% | +1.8% |
| 7D | +5.5% | +7.6% | -2.1% | +5.5% |
| 30D | +14.4% | +13.3% | +1.1% | +14.2% |
| 3M | +13.7% | +130.4% | -116.7% | +12.6% |
| 6M | +20.1% | -70.8% | +90.9% | +20.5% |
| YTD | +47.1% | -69.3% | +116.3% | +47.5% |
| 1Y | +56.2% | +59.5% | -3.3% | +51.0% |
| 3Y | +90.5% | +216.8% | -126.3% | +79.8% |
| 5Y | +221.2% | +152.7% | +68.5% | +201.9% |
| 10Y | +648.4% | -68.2% | +716.6% | +574.1% |
| All | +648.4% | -68.2% | +716.6% | +574.1% |
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