+215.0%
GWW vs CAPR
+160.6%
+54.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.4% | -8.8% | +0.6% |
| 7D | +5.3% | +36.0% | -30.8% | +5.1% |
| 30D | +12.4% | +25.8% | -13.4% | +12.2% |
| 3M | +13.7% | +140.8% | -127.1% | +12.9% |
| 6M | +18.0% | -67.6% | +85.6% | +18.3% |
| YTD | +44.6% | -65.9% | +110.4% | +44.8% |
| 1Y | +53.1% | +66.1% | -13.0% | +49.1% |
| 3Y | +90.2% | +256.9% | -166.7% | +76.8% |
| 5Y | +215.0% | +172.1% | +42.9% | +195.3% |
| All | +215.0% | +160.6% | +54.4% | +195.3% |
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