+221.8%
GWW vs SM
-0.4%
+222.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.6% | -4.6% | +0.3% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | +14.0% | -17.3% | +31.3% | +15.8% |
| 3M | +14.4% | -3.6% | +18.0% | +13.9% |
| 6M | +21.7% | +2.9% | +18.8% | +19.6% |
| YTD | +48.4% | +70.2% | -21.8% | +34.8% |
| 1Y | +58.4% | +66.5% | -8.1% | +44.1% |
| 3Y | +92.3% | -8.2% | +100.5% | +85.0% |
| 5Y | +221.8% | -1.5% | +223.3% | +197.7% |
| All | +221.8% | -0.4% | +222.2% | +197.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling