+557.4%
GWW vs DAR
+375.1%
+182.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.2% |
| 7D | -3.1% | +0.9% | -4.1% | -3.4% |
| 30D | -2.3% | +6.4% | -8.8% | -3.9% |
| 3M | -3.3% | +13.2% | -16.6% | -6.4% |
| 6M | +15.4% | +26.2% | -10.8% | +8.7% |
| YTD | +26.7% | +84.4% | -57.6% | +9.4% |
| 1Y | +29.0% | +112.0% | -83.1% | +7.2% |
| 3Y | +89.0% | +13.4% | +75.6% | +76.4% |
| 5Y | +221.8% | -6.0% | +227.8% | +202.8% |
| All | +557.4% | +375.1% | +182.3% | +260.0% |
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