+57.1%
GWW vs IT
-17.9%
+75.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.5% | +5.1% | +6.6% |
| 7D | +11.1% | -5.5% | +16.5% | +10.9% |
| 30D | +15.7% | +10.3% | +5.4% | +16.3% |
| 3M | +14.8% | +11.5% | +3.2% | +15.5% |
| 6M | +30.9% | +40.3% | -9.3% | +33.9% |
| YTD | +48.5% | -17.9% | +66.3% | +56.2% |
| 1Y | +57.1% | -8.8% | +65.9% | +59.7% |
| All | +57.1% | -17.9% | +75.0% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling