+221.8%
GWW vs NWSA
+39.0%
+182.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -3.1% | -4.8% | +1.6% | -1.8% |
| 30D | -2.3% | +3.0% | -5.3% | -3.2% |
| 3M | -3.3% | +9.3% | -12.6% | -6.1% |
| 6M | +15.4% | +23.2% | -7.8% | +7.8% |
| YTD | +26.7% | +13.3% | +13.4% | +21.0% |
| 1Y | +29.0% | +2.9% | +26.1% | +26.8% |
| 3Y | +89.0% | +43.3% | +45.6% | +66.2% |
| 5Y | +221.8% | +40.9% | +180.9% | +175.1% |
| All | +221.8% | +39.0% | +182.7% | +175.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling