+218.9%
GWW vs S
-56.8%
+275.7%
-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 | +1.4% | -7.7% | +9.1% | +2.0% |
| 30D | +3.3% | -5.3% | +8.6% | +3.6% |
| 3M | +2.9% | +20.3% | -17.3% | +1.2% |
| 6M | +15.8% | +47.4% | -31.6% | +11.8% |
| YTD | +32.0% | +32.5% | -0.5% | +28.3% |
| 1Y | +29.9% | +9.5% | +20.4% | +27.9% |
| 3Y | +91.1% | +15.5% | +75.6% | +84.8% |
| 5Y | +223.9% | -71.2% | +295.1% | +221.5% |
| All | +218.9% | -56.8% | +275.7% | +219.0% |
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 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