+566.5%
GWW vs CP
+224.3%
+342.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.2% |
| 7D | -0.5% | +0.6% | -1.1% | -0.8% |
| 30D | -1.4% | -0.5% | -0.9% | -1.3% |
| 3M | -3.6% | +0.1% | -3.7% | -4.0% |
| 6M | +15.1% | +7.8% | +7.3% | +10.0% |
| YTD | +27.5% | +22.9% | +4.6% | +13.6% |
| 1Y | +29.6% | +21.3% | +8.3% | +16.0% |
| 3Y | +90.1% | +20.4% | +69.7% | +66.4% |
| 5Y | +222.6% | +34.9% | +187.7% | +158.2% |
| 10Y | +566.5% | +233.3% | +333.2% | +217.3% |
| All | +566.5% | +224.3% | +342.2% | +217.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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