+29.6%
GWW vs RBA
-29.1%
+58.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -0.5% | -1.9% | +1.4% | 0.0% |
| 30D | -1.4% | -13.0% | +11.5% | +1.9% |
| 3M | -3.6% | -23.1% | +19.5% | +2.4% |
| 6M | +15.1% | -22.6% | +37.7% | +21.7% |
| YTD | +27.5% | -20.4% | +47.9% | +34.4% |
| 1Y | +29.6% | -29.6% | +59.2% | +41.0% |
| All | +29.6% | -29.1% | +58.7% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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