+566.5%
GWW vs HAS
+54.3%
+512.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.4% |
| 7D | -0.5% | -4.8% | +4.4% | +0.9% |
| 30D | -1.4% | -5.1% | +3.7% | 0.0% |
| 3M | -3.6% | +6.4% | -10.0% | -5.6% |
| 6M | +15.1% | -5.6% | +20.8% | +16.1% |
| YTD | +27.5% | +11.0% | +16.5% | +22.8% |
| 1Y | +29.6% | +16.8% | +12.8% | +22.9% |
| 3Y | +90.1% | +44.0% | +46.0% | +65.7% |
| 5Y | +222.6% | +11.0% | +211.6% | +198.4% |
| 10Y | +566.5% | +56.0% | +510.5% | +429.6% |
| All | +566.5% | +54.3% | +512.3% | +429.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling