+665.6%
GWW vs FND
+58.4%
+607.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.6% | +1.9% | -1.7% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | +1.1% | -23.6% | +24.7% | +6.6% |
| 3M | -1.0% | +4.3% | -5.3% | -2.8% |
| 6M | +16.3% | -20.3% | +36.6% | +20.2% |
| YTD | +28.5% | -21.3% | +49.8% | +32.6% |
| 1Y | +30.3% | -45.4% | +75.6% | +44.7% |
| 3Y | +91.6% | -48.9% | +140.5% | +108.3% |
| 5Y | +224.0% | -61.0% | +285.0% | +258.6% |
| All | +665.6% | +58.4% | +607.2% | +547.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling