+96.0%
GWW vs COMP
+215.9%
-119.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.8% |
| 7D | +1.4% | +1.4% | 0.0% | +1.3% |
| 30D | +3.3% | -13.3% | +16.6% | +4.3% |
| 3M | +2.9% | +41.1% | -38.2% | -0.2% |
| 6M | +15.8% | +17.2% | -1.4% | +13.0% |
| YTD | +32.0% | +5.2% | +26.8% | +29.5% |
| 1Y | +29.9% | +18.9% | +11.0% | +25.8% |
| All | +96.0% | +215.9% | -119.9% | +73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling