+23.6%
GWW vs COMP
+10.0%
+13.6%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.7% | -11.5% | -1.4% |
| 7D | +6.0% | +13.4% | -7.4% | +5.3% |
| 30D | +14.0% | +11.1% | +2.9% | +13.4% |
| 3M | +12.5% | -18.8% | +31.4% | +12.4% |
| 6M | +23.6% | +10.5% | +13.1% | +23.2% |
| All | +23.6% | +10.0% | +13.6% | +23.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling