+57.1%
GWW vs DVA
+62.2%
-5.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.8% | +0.8% | +5.7% |
| 7D | +11.1% | +4.7% | +6.3% | +10.3% |
| 30D | +15.7% | +7.8% | +7.9% | +14.4% |
| 3M | +14.8% | -15.5% | +30.2% | +17.1% |
| 6M | +30.9% | +25.0% | +5.9% | +24.8% |
| YTD | +48.5% | +69.6% | -21.1% | +30.2% |
| 1Y | +57.1% | +60.6% | -3.5% | +40.6% |
| All | +57.1% | +62.2% | -5.1% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling