+7,825.2%
GWW vs DAR
+1,481.7%
+6,343.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.9% |
| 7D | +3.7% | +9.2% | -5.5% | +3.1% |
| 30D | +13.6% | -12.3% | +25.9% | +14.5% |
| 3M | +15.4% | -12.7% | +28.1% | +16.2% |
| 6M | +21.8% | -12.8% | +34.6% | +22.6% |
| YTD | +50.0% | +53.8% | -3.7% | +45.6% |
| 1Y | +60.2% | +60.3% | -0.1% | +55.1% |
| 3Y | +94.4% | +31.7% | +62.6% | +88.6% |
| 5Y | +221.8% | -27.7% | +249.6% | +221.6% |
| 10Y | +665.8% | +309.8% | +356.0% | +590.8% |
| All | +7,825.2% | +1,481.7% | +6,343.5% | +6,504.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling