+6,575.3%
GWW vs DVA
+5,166.5%
+1,408.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.0% |
| 7D | -0.5% | +2.0% | -2.5% | -0.7% |
| 30D | -1.4% | -0.4% | -1.1% | -1.4% |
| 3M | -3.6% | -7.7% | +4.0% | -2.9% |
| 6M | +15.1% | +20.0% | -4.8% | +11.8% |
| YTD | +27.5% | +61.1% | -33.6% | +18.8% |
| 1Y | +29.6% | +33.9% | -4.3% | +23.6% |
| 3Y | +90.1% | +91.5% | -1.5% | +71.0% |
| 5Y | +222.6% | +41.8% | +180.8% | +195.9% |
| 10Y | +566.5% | +187.5% | +379.0% | +451.3% |
| All | +6,575.3% | +5,166.5% | +1,408.8% | +4,178.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling