+221.8%
GWW vs FND
-62.8%
+284.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | -3.1% | -5.1% | +1.9% | -2.2% |
| 30D | -2.3% | -22.5% | +20.2% | +2.5% |
| 3M | -3.3% | -5.0% | +1.7% | -3.2% |
| 6M | +15.4% | -21.5% | +36.9% | +19.4% |
| YTD | +26.7% | -23.0% | +49.8% | +31.2% |
| 1Y | +29.0% | -44.9% | +73.9% | +42.6% |
| 3Y | +89.0% | -50.0% | +139.0% | +105.3% |
| 5Y | +221.8% | -63.3% | +285.1% | +263.0% |
| All | +221.8% | -62.8% | +284.6% | +263.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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