+669.9%
GWW vs EXEL
+320.7%
+349.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | +3.6% | -0.8% | +4.4% | +3.6% |
| 30D | +12.1% | +13.1% | -1.0% | +10.5% |
| 3M | +12.9% | +36.3% | -23.4% | +8.7% |
| 6M | +19.3% | +34.5% | -15.2% | +14.8% |
| YTD | +48.7% | +57.4% | -8.7% | +39.9% |
| 1Y | +60.5% | +62.9% | -2.4% | +50.3% |
| 3Y | +93.3% | +229.5% | -136.2% | +62.5% |
| 5Y | +219.0% | +281.2% | -62.3% | +159.4% |
| All | +669.9% | +320.7% | +349.1% | +511.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling