+27.2%
GWW vs NWSA
+3.0%
+24.2%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -3.4% | -2.8% | -0.6% | -3.2% |
| 30D | -1.9% | +3.0% | -4.9% | -2.1% |
| 3M | -2.4% | +12.3% | -14.7% | -3.2% |
| 6M | +15.7% | +21.9% | -6.1% | +13.6% |
| YTD | +27.6% | +13.6% | +14.0% | +25.2% |
| 1Y | +27.2% | +0.5% | +26.7% | +25.8% |
| All | +27.2% | +3.0% | +24.2% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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