+53.8%
GWW vs Q
+68.3%
-14.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.6% |
| 7D | +3.6% | +1.2% | +2.4% | +3.4% |
| 30D | +12.1% | -2.7% | +14.8% | +12.2% |
| 3M | +12.9% | -16.9% | +29.8% | +14.6% |
| 6M | +19.3% | -26.9% | +46.2% | +22.7% |
| YTD | +48.7% | +45.2% | +3.5% | +39.4% |
| 1Y | +60.5% | +38.1% | +22.4% | +50.7% |
| All | +53.8% | +68.3% | -14.6% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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