+8,435.5%
GWW vs SM
+1,360.8%
+7,074.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.6% | -4.6% | +0.4% |
| 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% | +14.2% |
| 6M | +21.7% | +2.9% | +18.8% | +20.1% |
| YTD | +48.4% | +70.2% | -21.8% | +38.3% |
| 1Y | +58.4% | +66.5% | -8.1% | +47.7% |
| 3Y | +92.3% | -8.2% | +100.5% | +87.0% |
| 5Y | +221.8% | -1.5% | +223.3% | +202.3% |
| 10Y | +657.6% | +11.9% | +645.7% | +456.8% |
| All | +8,435.5% | +1,360.8% | +7,074.8% | +4,429.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling