+222.6%
GWW vs S
-71.9%
+294.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -0.5% | -1.2% | +0.8% | -0.4% |
| 30D | -1.4% | -12.6% | +11.1% | -0.5% |
| 3M | -3.6% | +27.6% | -31.2% | -5.8% |
| 6M | +15.1% | +35.5% | -20.3% | +11.6% |
| YTD | +27.5% | +29.6% | -2.1% | +23.8% |
| 1Y | +29.6% | +8.1% | +21.5% | +27.6% |
| 3Y | +90.1% | +14.8% | +75.3% | +83.4% |
| 5Y | +222.6% | -70.6% | +293.2% | +230.0% |
| All | +222.6% | -71.9% | +294.5% | +230.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 5y: compounded portfolio wealth divided by compounded S 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…
5y analysis · Full analysis span regression · 6 months rolling