+92.9%
GWW vs SM
-8.5%
+101.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.6% | -4.6% | +0.5% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | +14.0% | -17.3% | +31.3% | +15.3% |
| 3M | +14.4% | -3.6% | +18.0% | +13.8% |
| 6M | +21.7% | +2.9% | +18.8% | +19.7% |
| YTD | +48.4% | +70.2% | -21.8% | +34.5% |
| 1Y | +58.4% | +66.5% | -8.1% | +43.8% |
| All | +92.9% | -8.5% | +101.5% | +91.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling