+60.5%
GWW vs CAPR
+63.5%
-3.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.9% | +6.0% | -0.9% |
| 7D | +3.6% | +5.9% | -2.3% | +3.5% |
| 30D | +12.1% | +44.6% | -32.5% | +12.0% |
| 3M | +12.9% | +126.4% | -113.5% | +12.6% |
| 6M | +19.3% | -68.6% | +87.9% | +19.4% |
| YTD | +48.7% | -67.0% | +115.7% | +48.8% |
| 1Y | +60.5% | +65.2% | -4.7% | +59.4% |
| All | +60.5% | +63.5% | -3.0% | +59.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling