+561.2%
GWW vs CGNX
+168.4%
+392.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.7% | +6.5% | +1.4% |
| 7D | -3.5% | -3.8% | +0.2% | -2.8% |
| 30D | -3.4% | -8.6% | +5.2% | -1.6% |
| 3M | -2.7% | -5.7% | +3.0% | -2.3% |
| 6M | +19.4% | +25.2% | -5.8% | +11.5% |
| YTD | +27.3% | +67.2% | -39.8% | +7.3% |
| 1Y | +28.3% | +35.8% | -7.5% | +13.3% |
| 3Y | +88.1% | +40.5% | +47.7% | +57.9% |
| 5Y | +227.5% | -29.7% | +257.2% | +227.9% |
| 10Y | +561.2% | +166.0% | +395.3% | +302.9% |
| All | +561.2% | +168.4% | +392.8% | +302.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 10y: compounded portfolio wealth divided by compounded CGNX 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…
10y analysis · Full analysis span regression · 6 months rolling