+13,589.0%
GWW vs DTE
+3,444.9%
+10,144.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.1% |
| 7D | -3.1% | -2.0% | -1.2% | -2.4% |
| 30D | -2.3% | -2.4% | +0.1% | -1.4% |
| 3M | -3.3% | -7.3% | +4.0% | -0.5% |
| 6M | +15.4% | -7.6% | +23.0% | +18.7% |
| YTD | +26.7% | +5.8% | +20.9% | +23.3% |
| 1Y | +29.0% | +2.3% | +26.6% | +27.0% |
| 3Y | +89.0% | +45.0% | +44.0% | +59.1% |
| 5Y | +221.8% | +33.2% | +188.6% | +179.3% |
| 10Y | +562.7% | +141.4% | +421.3% | +340.0% |
| All | +13,589.0% | +3,444.9% | +10,144.1% | +3,673.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling