+221.2%
GWW vs CPB
-33.2%
+254.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.9% |
| 7D | +5.5% | +2.9% | +2.7% | +5.2% |
| 30D | +14.4% | +17.6% | -3.2% | +12.0% |
| 3M | +13.7% | +2.0% | +11.7% | +13.1% |
| 6M | +20.1% | +11.6% | +8.4% | +17.5% |
| YTD | +47.1% | -13.8% | +60.8% | +49.5% |
| 1Y | +56.2% | -21.6% | +77.8% | +61.3% |
| 3Y | +90.5% | -35.8% | +126.3% | +99.7% |
| 5Y | +221.2% | -33.3% | +254.5% | +221.2% |
| All | +221.2% | -33.2% | +254.4% | +221.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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