+29.0%
GWW vs M
+25.2%
+3.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.7% | +4.1% | 0.0% |
| 7D | -3.1% | -8.8% | +5.6% | -2.0% |
| 30D | -2.3% | -16.4% | +14.1% | -0.2% |
| 3M | -3.3% | -10.8% | +7.5% | -2.2% |
| 6M | +15.4% | +16.1% | -0.7% | +11.9% |
| YTD | +26.7% | -5.3% | +32.0% | +27.1% |
| 1Y | +29.0% | +24.9% | +4.1% | +23.4% |
| All | +29.0% | +25.2% | +3.8% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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