+316.0%
GWW vs REPL
-17.3%
+333.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.4% | +7.8% | -0.3% |
| 7D | -3.1% | -13.4% | +10.3% | -2.8% |
| 30D | -2.3% | -3.0% | +0.7% | -2.3% |
| 3M | -3.3% | +56.3% | -59.6% | -5.9% |
| 6M | +15.4% | +60.9% | -45.5% | +8.9% |
| YTD | +26.7% | +36.2% | -9.5% | +20.2% |
| 1Y | +29.0% | +121.0% | -92.1% | +17.5% |
| 3Y | +89.0% | -32.8% | +121.8% | +67.7% |
| 5Y | +221.8% | -58.7% | +280.4% | +190.8% |
| All | +316.0% | -17.3% | +333.2% | +205.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded REPL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling