+531.3%
GWW vs NWSA
+123.2%
+408.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.0% |
| 7D | -1.5% | -2.6% | +1.1% | -0.6% |
| 30D | +1.1% | +4.6% | -3.5% | -0.4% |
| 3M | -1.0% | +10.2% | -11.2% | -4.7% |
| 6M | +16.3% | +21.6% | -5.3% | +8.1% |
| YTD | +28.5% | +14.6% | +13.9% | +21.3% |
| 1Y | +30.3% | +0.4% | +29.9% | +28.5% |
| 3Y | +91.6% | +45.0% | +46.6% | +64.5% |
| 5Y | +224.0% | +41.3% | +182.7% | +173.0% |
| 10Y | +551.3% | +142.8% | +408.5% | +319.9% |
| All | +531.3% | +123.2% | +408.1% | +314.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling