+57.1%
GWW vs EXEL
+92.4%
-35.3%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.6% | +5.9% | +6.5% |
| 7D | +11.1% | +9.8% | +1.3% | +10.6% |
| 30D | +15.7% | +23.6% | -7.9% | +14.7% |
| 3M | +14.8% | +29.9% | -15.2% | +13.5% |
| 6M | +30.9% | +64.7% | -33.8% | +26.0% |
| YTD | +48.5% | +66.0% | -17.5% | +41.7% |
| 1Y | +57.1% | +92.0% | -34.8% | +46.5% |
| All | +57.1% | +92.4% | -35.3% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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