+700.2%
GWW vs INDA
+111.6%
+588.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.0% | -2.0% |
| 7D | -1.5% | -1.0% | -0.5% | -1.1% |
| 30D | +1.1% | -2.5% | +3.6% | +2.1% |
| 3M | -1.0% | +4.0% | -5.0% | -2.6% |
| 6M | +16.3% | -1.8% | +18.1% | +16.9% |
| YTD | +28.5% | -9.2% | +37.7% | +33.3% |
| 1Y | +30.3% | -7.2% | +37.5% | +33.8% |
| 3Y | +91.6% | +9.8% | +81.8% | +82.6% |
| 5Y | +224.0% | +7.5% | +216.5% | +210.0% |
| 10Y | +551.3% | +80.8% | +470.5% | +389.6% |
| All | +700.2% | +111.6% | +588.6% | +448.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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