+8,140.2%
GWW vs IT
+6,105.9%
+2,034.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.6% | +5.5% | +1.8% |
| 7D | +1.4% | -6.0% | +7.4% | +2.6% |
| 30D | +3.3% | 0.0% | +3.3% | +3.1% |
| 3M | +2.9% | +13.1% | -10.1% | -1.1% |
| 6M | +15.8% | +11.7% | +4.1% | +10.8% |
| YTD | +32.0% | -26.1% | +58.1% | +35.9% |
| 1Y | +29.9% | -21.3% | +51.2% | +31.4% |
| 3Y | +91.1% | -46.7% | +137.8% | +106.2% |
| 5Y | +223.9% | -40.5% | +264.4% | +239.0% |
| 10Y | +567.0% | +103.9% | +463.1% | +440.0% |
| All | +8,140.2% | +6,105.9% | +2,034.3% | +4,025.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling