+57.1%
GWW vs SM
+70.4%
-13.3%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -15.3% | +21.8% | +5.9% |
| 7D | +11.1% | -21.5% | +32.6% | +10.4% |
| 30D | +15.7% | -11.4% | +27.1% | +15.0% |
| 3M | +14.8% | +0.6% | +14.1% | +14.0% |
| 6M | +30.9% | +0.2% | +30.7% | +30.3% |
| YTD | +48.5% | +69.7% | -21.2% | +36.8% |
| 1Y | +57.1% | +71.6% | -14.5% | +45.2% |
| All | +57.1% | +70.4% | -13.3% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling