+318.4%
GWW vs REPL
-9.7%
+328.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.7% |
| 7D | -0.5% | -9.6% | +9.1% | -0.2% |
| 30D | -1.4% | +5.7% | -7.1% | -1.6% |
| 3M | -3.6% | +56.4% | -60.0% | -6.2% |
| 6M | +15.1% | +67.4% | -52.3% | +8.6% |
| YTD | +27.5% | +48.7% | -21.2% | +20.6% |
| 1Y | +29.6% | +148.3% | -118.7% | +17.7% |
| 3Y | +90.1% | -26.7% | +116.8% | +68.3% |
| 5Y | +222.6% | -54.1% | +276.8% | +190.4% |
| All | +318.4% | -9.7% | +328.0% | +206.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling