+561.8%
GWW vs MTB
+173.8%
+387.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.5% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | -1.9% | -4.8% | +2.9% | -0.1% |
| 3M | -2.4% | +6.0% | -8.3% | -4.7% |
| 6M | +15.7% | +19.6% | -3.9% | +7.9% |
| YTD | +27.6% | +21.5% | +6.1% | +18.2% |
| 1Y | +27.2% | +24.7% | +2.5% | +16.5% |
| 3Y | +89.7% | +108.6% | -18.9% | +41.5% |
| 5Y | +223.9% | +106.7% | +117.2% | +132.5% |
| All | +561.8% | +173.8% | +387.9% | +289.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling