+14,159.6%
GWW vs DD
+961.9%
+13,197.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | +1.4% | -3.5% | +4.9% | +2.6% |
| 30D | +3.3% | -10.3% | +13.6% | +7.2% |
| 3M | +2.9% | -7.5% | +10.5% | +5.3% |
| 6M | +15.8% | -8.0% | +23.8% | +18.1% |
| YTD | +32.0% | +10.5% | +21.6% | +26.1% |
| 1Y | +29.9% | +38.3% | -8.4% | +14.0% |
| 3Y | +91.1% | +42.5% | +48.6% | +61.7% |
| 5Y | +223.9% | +60.2% | +163.8% | +158.2% |
| 10Y | +567.0% | +68.9% | +498.2% | +395.3% |
| All | +14,159.6% | +961.9% | +13,197.7% | +4,892.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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