+224.0%
GWW vs COO
-39.5%
+263.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | +0.1% | -1.9% |
| 7D | -1.5% | -2.3% | +0.8% | -0.9% |
| 30D | +1.1% | -8.8% | +9.9% | +3.6% |
| 3M | -1.0% | +1.3% | -2.3% | -1.6% |
| 6M | +16.3% | -11.6% | +27.9% | +19.8% |
| YTD | +28.5% | -17.4% | +45.9% | +34.8% |
| 1Y | +30.3% | -1.6% | +31.9% | +30.2% |
| 3Y | +91.6% | -22.6% | +114.2% | +98.7% |
| 5Y | +224.0% | -40.3% | +264.3% | +253.4% |
| All | +224.0% | -39.5% | +263.4% | +253.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling