+222.6%
GWW vs FDS
-23.5%
+246.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | 0.0% |
| 7D | -0.5% | -8.8% | +8.3% | +1.6% |
| 30D | -1.4% | -1.4% | -0.1% | -1.3% |
| 3M | -3.6% | +13.9% | -17.5% | -7.2% |
| 6M | +15.1% | +27.4% | -12.3% | +6.1% |
| YTD | +27.5% | -2.5% | +29.9% | +28.8% |
| 1Y | +29.6% | -23.8% | +53.4% | +44.9% |
| 3Y | +90.1% | -32.5% | +122.6% | +121.0% |
| 5Y | +222.6% | -23.2% | +245.8% | +276.4% |
| All | +222.6% | -23.5% | +246.1% | +276.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 5y: compounded portfolio wealth divided by compounded FDS 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…
5y analysis · Full analysis span regression · 6 months rolling