+2,509.3%
GWW vs CAPR
-98.9%
+2,608.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +26.5% | -25.6% | +0.7% |
| 7D | 0.0% | +25.8% | -25.8% | -0.2% |
| 30D | +14.0% | +50.2% | -36.2% | +13.5% |
| 3M | +14.4% | +185.5% | -171.1% | +13.2% |
| 6M | +21.7% | -64.8% | +86.5% | +21.9% |
| YTD | +48.4% | -61.1% | +109.6% | +48.5% |
| 1Y | +58.4% | +81.0% | -22.6% | +53.8% |
| 3Y | +92.3% | +300.7% | -208.4% | +83.4% |
| 5Y | +221.8% | +223.3% | -1.5% | +206.0% |
| 10Y | +657.6% | -58.8% | +716.3% | +601.7% |
| All | +2,509.3% | -98.9% | +2,608.2% | +2,275.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling