+3,481.9%
GWW vs SBAC
+2,208.1%
+1,273.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | +1.4% | -0.8% | +2.2% | +1.5% |
| 30D | +3.3% | +6.9% | -3.7% | +2.5% |
| 3M | +2.9% | -8.2% | +11.2% | +3.7% |
| 6M | +15.8% | -1.6% | +17.4% | +15.4% |
| YTD | +32.0% | -0.1% | +32.1% | +31.2% |
| 1Y | +29.9% | -0.5% | +30.4% | +29.1% |
| 3Y | +91.1% | -9.1% | +100.1% | +90.4% |
| 5Y | +223.9% | -43.8% | +267.7% | +238.7% |
| 10Y | +567.0% | +80.5% | +486.5% | +516.6% |
| All | +3,481.9% | +2,208.1% | +1,273.7% | +2,014.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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