+669.9%
GWW vs DAR
+311.7%
+358.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.1% |
| 7D | +3.6% | +11.6% | -8.0% | +1.1% |
| 30D | +12.1% | -10.2% | +22.4% | +14.5% |
| 3M | +12.9% | -14.8% | +27.7% | +16.3% |
| 6M | +19.3% | -10.1% | +29.4% | +21.1% |
| YTD | +48.7% | +55.5% | -6.8% | +32.9% |
| 1Y | +60.5% | +61.7% | -1.2% | +41.9% |
| 3Y | +93.3% | +37.2% | +56.1% | +70.1% |
| 5Y | +219.0% | -26.9% | +245.9% | +219.4% |
| All | +669.9% | +311.7% | +358.2% | +335.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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