+13,680.6%
GWW vs CGNX
+12,871.6%
+809.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | +0.1% |
| 7D | -3.4% | +3.2% | -6.5% | -3.8% |
| 30D | -1.9% | +6.0% | -7.9% | -2.9% |
| 3M | -2.4% | +3.5% | -5.9% | -3.4% |
| 6M | +15.7% | +26.3% | -10.6% | +10.9% |
| YTD | +27.6% | +79.2% | -51.6% | +14.2% |
| 1Y | +27.2% | +43.8% | -16.6% | +17.2% |
| 3Y | +89.7% | +52.0% | +37.7% | +69.9% |
| 5Y | +223.9% | -24.0% | +248.0% | +216.7% |
| 10Y | +567.1% | +189.1% | +378.0% | +427.7% |
| All | +13,680.6% | +12,871.6% | +809.0% | +6,443.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling