+4,110.9%
GWW vs RBA
+3,565.6%
+545.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +1.4% | -2.9% | +4.3% | +2.1% |
| 30D | +3.3% | -12.3% | +15.6% | +6.6% |
| 3M | +2.9% | -20.5% | +23.5% | +8.5% |
| 6M | +15.8% | -18.5% | +34.3% | +21.1% |
| YTD | +32.0% | -18.2% | +50.3% | +37.7% |
| 1Y | +29.9% | -27.5% | +57.4% | +39.5% |
| 3Y | +91.1% | +38.1% | +53.0% | +72.2% |
| 5Y | +223.9% | +44.8% | +179.1% | +182.0% |
| 10Y | +567.0% | +187.1% | +379.9% | +375.3% |
| All | +4,110.9% | +3,565.6% | +545.3% | +1,687.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling