+224.0%
GWW vs CAPR
+87.6%
+136.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.6% | +1.0% | -2.6% |
| 7D | -1.5% | -9.5% | +8.0% | -1.5% |
| 30D | +1.1% | +121.5% | -120.4% | +0.5% |
| 3M | -1.0% | -65.4% | +64.4% | -0.7% |
| 6M | +16.3% | -67.5% | +83.8% | +16.6% |
| YTD | +28.5% | -68.6% | +97.1% | +28.8% |
| 1Y | +30.3% | +42.7% | -12.4% | +27.2% |
| 3Y | +91.6% | +43.4% | +48.2% | +82.8% |
| 5Y | +224.0% | +86.0% | +137.9% | +203.6% |
| All | +224.0% | +87.6% | +136.4% | +203.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling