+7,639.6%
GWW vs SPY
+3,091.8%
+4,547.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.2% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | +3.3% | +0.1% | +3.2% | +3.2% |
| 3M | +2.9% | +2.0% | +0.9% | +1.0% |
| 6M | +15.8% | +13.0% | +2.8% | +4.3% |
| YTD | +32.0% | +13.5% | +18.5% | +18.5% |
| 1Y | +29.9% | +20.0% | +9.9% | +11.3% |
| 3Y | +91.1% | +77.2% | +13.9% | +17.8% |
| 5Y | +223.9% | +81.9% | +142.1% | +94.1% |
| 10Y | +567.0% | +314.1% | +253.0% | +106.6% |
| All | +7,639.6% | +3,091.8% | +4,547.8% | +477.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling