+561.8%
GWW vs EXEL
+375.2%
+186.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.9% |
| 7D | -3.4% | -4.9% | +1.5% | -2.8% |
| 30D | -1.9% | +11.4% | -13.3% | -3.2% |
| 3M | -2.4% | +4.9% | -7.3% | -3.2% |
| 6M | +15.7% | +34.4% | -18.7% | +11.2% |
| YTD | +27.6% | +28.0% | -0.4% | +23.2% |
| 1Y | +27.2% | +43.6% | -16.5% | +20.7% |
| 3Y | +89.7% | +155.2% | -65.5% | +64.9% |
| 5Y | +223.9% | +181.2% | +42.8% | +174.1% |
| All | +561.8% | +375.2% | +186.6% | +411.1% |
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