+222.6%
GWW vs FFIV
+100.0%
+122.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.7% | -1.9% |
| 7D | -0.5% | +3.5% | -3.9% | -1.4% |
| 30D | -1.4% | -1.3% | -0.1% | -1.2% |
| 3M | -3.6% | +2.4% | -6.0% | -4.8% |
| 6M | +15.1% | +41.8% | -26.7% | +2.7% |
| YTD | +27.5% | +58.5% | -31.0% | +9.5% |
| 1Y | +29.6% | +24.3% | +5.3% | +19.4% |
| 3Y | +90.1% | +152.0% | -62.0% | +36.1% |
| 5Y | +222.6% | +99.1% | +123.5% | +143.7% |
| All | +222.6% | +100.0% | +122.6% | +143.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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