+225.5%
GWW vs DTE
+30.3%
+195.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.1% |
| 7D | -3.4% | -2.6% | -0.8% | -2.5% |
| 30D | -1.9% | -4.4% | +2.5% | -0.4% |
| 3M | -2.4% | -8.3% | +5.9% | +0.5% |
| 6M | +15.7% | -8.1% | +23.8% | +18.9% |
| YTD | +27.6% | +4.4% | +23.2% | +24.8% |
| 1Y | +27.2% | +0.2% | +27.0% | +26.2% |
| 3Y | +89.7% | +42.6% | +47.1% | +60.1% |
| All | +225.5% | +30.3% | +195.2% | +186.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 5y: compounded portfolio wealth divided by compounded DTE 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…
5y analysis · Full analysis span regression · 6 months rolling