+29.0%
GWW vs EXEL
+50.0%
-21.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | -0.5% |
| 7D | -3.1% | -2.9% | -0.3% | -3.0% |
| 30D | -2.3% | +11.9% | -14.2% | -2.8% |
| 3M | -3.3% | +9.2% | -12.5% | -3.8% |
| 6M | +15.4% | +39.1% | -23.7% | +12.5% |
| YTD | +26.7% | +31.0% | -4.3% | +23.5% |
| 1Y | +29.0% | +52.3% | -23.4% | +24.2% |
| All | +29.0% | +50.0% | -21.1% | +24.2% |
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