+221.8%
GWW vs FDS
-21.2%
+243.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | +0.3% |
| 7D | 0.0% | -2.1% | +2.1% | +0.4% |
| 30D | +14.0% | +16.0% | -2.1% | +10.1% |
| 3M | +14.4% | +18.8% | -4.4% | +9.6% |
| 6M | +21.7% | +54.1% | -32.4% | +7.7% |
| YTD | +48.4% | +17.0% | +31.4% | +43.7% |
| 1Y | +58.4% | +25.5% | +32.9% | +48.3% |
| 3Y | +92.3% | -23.3% | +115.6% | +121.0% |
| 5Y | +221.8% | -22.6% | +244.4% | +264.2% |
| All | +221.8% | -21.2% | +243.0% | +264.2% |
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