+13,779.4%
GWW vs MTB
+8,245.1%
+5,534.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.5% |
| 7D | -1.5% | +2.8% | -4.3% | -2.5% |
| 30D | +1.1% | -4.2% | +5.3% | +2.6% |
| 3M | -1.0% | +7.8% | -8.8% | -3.8% |
| 6M | +16.3% | +14.8% | +1.5% | +10.4% |
| YTD | +28.5% | +20.8% | +7.7% | +19.7% |
| 1Y | +30.3% | +23.1% | +7.2% | +20.4% |
| 3Y | +91.6% | +114.8% | -23.2% | +42.9% |
| 5Y | +224.0% | +103.3% | +120.7% | +138.1% |
| 10Y | +551.3% | +173.0% | +378.3% | +306.5% |
| All | +13,779.4% | +8,245.1% | +5,534.3% | +3,184.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling