+2,220.9%
GWW vs CAPR
-99.1%
+2,320.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.9% |
| 7D | +1.4% | -2.0% | +3.4% | +1.4% |
| 30D | +3.3% | +139.2% | -135.9% | +2.4% |
| 3M | +2.9% | -66.4% | +69.3% | +3.2% |
| 6M | +15.8% | -63.1% | +78.9% | +16.0% |
| YTD | +32.0% | -67.4% | +99.5% | +32.3% |
| 1Y | +29.9% | +58.2% | -28.3% | +26.2% |
| 3Y | +91.1% | +42.2% | +48.9% | +83.9% |
| 5Y | +223.9% | +87.3% | +136.7% | +209.6% |
| 10Y | +567.0% | -75.3% | +642.3% | +520.3% |
| All | +2,220.9% | -99.1% | +2,320.0% | +2,017.4% |
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 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