+57.1%
GWW vs ES
-1.6%
+58.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.1% | +4.5% | +6.4% |
| 7D | +11.1% | +5.3% | +5.8% | +10.7% |
| 30D | +15.7% | +8.9% | +6.8% | +15.2% |
| 3M | +14.8% | -1.9% | +16.7% | +14.7% |
| 6M | +30.9% | +3.9% | +27.0% | +30.4% |
| YTD | +48.5% | +8.3% | +40.2% | +47.6% |
| 1Y | +57.1% | -0.1% | +57.2% | +56.0% |
| All | +57.1% | -1.6% | +58.7% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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