+55.1%
GWW vs Q
+74.5%
-19.3%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.1% | +1.3% |
| 7D | +3.7% | +11.5% | -7.8% | +2.7% |
| 30D | +13.6% | -0.2% | +13.8% | +13.5% |
| 3M | +15.4% | -13.6% | +28.9% | +16.7% |
| 6M | +21.8% | -27.0% | +48.8% | +25.5% |
| YTD | +50.0% | +50.5% | -0.5% | +40.3% |
| 1Y | +60.2% | +33.8% | +26.5% | +50.9% |
| All | +55.1% | +74.5% | -19.3% | +46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling