+566.5%
GWW vs COO
+36.7%
+529.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.2% | +5.4% | +1.2% |
| 7D | -0.5% | -9.0% | +8.5% | +2.6% |
| 30D | -1.4% | -16.8% | +15.4% | +4.6% |
| 3M | -3.6% | -7.5% | +3.8% | -1.5% |
| 6M | +15.1% | -16.3% | +31.4% | +21.3% |
| YTD | +27.5% | -22.5% | +50.0% | +37.8% |
| 1Y | +29.6% | -7.0% | +36.6% | +31.5% |
| 3Y | +90.1% | -27.5% | +117.5% | +102.7% |
| 5Y | +222.6% | -43.3% | +265.9% | +270.2% |
| 10Y | +566.5% | +37.6% | +528.9% | +536.7% |
| All | +566.5% | +36.7% | +529.8% | +536.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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