+259.2%
GWW vs S
-51.7%
+311.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +3.6% | +2.0% | +1.6% | +3.4% |
| 30D | +12.1% | -2.7% | +14.8% | +12.2% |
| 3M | +12.9% | -6.9% | +19.8% | +13.0% |
| 6M | +19.3% | +38.1% | -18.7% | +15.8% |
| YTD | +48.7% | +48.0% | +0.7% | +43.0% |
| 1Y | +60.5% | +34.5% | +26.0% | +55.3% |
| 3Y | +93.3% | +38.3% | +54.9% | +84.3% |
| 5Y | +219.0% | -70.9% | +289.9% | +217.1% |
| All | +259.2% | -51.7% | +311.0% | +255.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling