+9,124.4%
GWW vs M
+439.9%
+8,684.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.1% |
| 7D | 0.0% | -3.3% | +3.3% | +0.6% |
| 30D | +14.0% | +8.1% | +5.9% | +12.0% |
| 3M | +14.4% | +2.2% | +12.2% | +13.5% |
| 6M | +21.7% | +35.1% | -13.4% | +13.4% |
| YTD | +48.4% | +15.8% | +32.6% | +42.0% |
| 1Y | +58.4% | +25.8% | +32.6% | +48.7% |
| 3Y | +92.3% | +156.2% | -64.0% | +48.0% |
| 5Y | +221.8% | -2.4% | +224.2% | +185.3% |
| 10Y | +657.6% | -7.1% | +664.7% | +470.4% |
| All | +9,124.4% | +439.9% | +8,684.5% | +4,154.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling