+275.3%
GWW vs COMP
-52.0%
+327.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.7% | -11.5% | -1.5% |
| 7D | +6.0% | +13.4% | -7.4% | +5.1% |
| 30D | +14.0% | +11.1% | +2.9% | +13.1% |
| 3M | +12.5% | -18.8% | +31.4% | +13.8% |
| 6M | +23.6% | +10.5% | +13.1% | +22.1% |
| YTD | +43.6% | -3.4% | +47.0% | +42.1% |
| 1Y | +52.5% | +19.7% | +32.8% | +48.6% |
| 3Y | +92.6% | +381.6% | -289.0% | +69.0% |
| 5Y | +219.0% | -17.6% | +236.6% | +194.2% |
| All | +275.3% | -52.0% | +327.2% | +257.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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