+30.3%
GWW vs COMP
+11.9%
+18.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.7% | -2.4% |
| 7D | -1.5% | +4.1% | -5.6% | -1.8% |
| 30D | +1.1% | -14.5% | +15.7% | +2.3% |
| 3M | -1.0% | +41.8% | -42.8% | -4.2% |
| 6M | +16.3% | +23.6% | -7.3% | +12.2% |
| YTD | +28.5% | +1.7% | +26.8% | +25.1% |
| 1Y | +30.3% | +12.6% | +17.7% | +23.3% |
| All | +30.3% | +11.9% | +18.4% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling