+15,961.7%
GWW vs DD
+1,141.0%
+14,820.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | +3.6% | +5.0% | -1.4% | +1.7% |
| 30D | +12.1% | +19.7% | -7.6% | +5.0% |
| 3M | +12.9% | +7.2% | +5.7% | +9.7% |
| 6M | +19.3% | +1.0% | +18.3% | +17.8% |
| YTD | +48.7% | +29.1% | +19.6% | +33.9% |
| 1Y | +60.5% | +28.5% | +32.0% | +44.7% |
| 3Y | +93.3% | +89.4% | +3.8% | +47.6% |
| 5Y | +219.0% | +67.1% | +151.8% | +150.5% |
| 10Y | +659.0% | +97.5% | +561.4% | +431.4% |
| All | +15,961.7% | +1,141.0% | +14,820.8% | +5,204.0% |
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