+222.6%
GWW vs SPY
+81.0%
+141.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.5% |
| 7D | -0.5% | -0.4% | -0.1% | -0.2% |
| 30D | -1.4% | -1.4% | -0.1% | -0.4% |
| 3M | -3.6% | +3.7% | -7.4% | -6.4% |
| 6M | +15.1% | +13.0% | +2.1% | +4.5% |
| YTD | +27.5% | +12.4% | +15.1% | +16.2% |
| 1Y | +29.6% | +18.5% | +11.1% | +13.3% |
| 3Y | +90.1% | +77.6% | +12.4% | +20.2% |
| 5Y | +222.6% | +81.7% | +140.9% | +98.2% |
| All | +222.6% | +81.0% | +141.6% | +98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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