+4,381.0%
GWW vs TDY
+6,969.6%
-2,588.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -3.1% | -1.9% | -1.3% | -2.6% |
| 30D | -2.3% | -12.5% | +10.2% | +1.2% |
| 3M | -3.3% | -0.8% | -2.5% | -3.3% |
| 6M | +15.4% | -9.0% | +24.4% | +17.9% |
| YTD | +26.7% | +16.8% | +10.0% | +21.0% |
| 1Y | +29.0% | +9.5% | +19.5% | +25.2% |
| 3Y | +89.0% | +45.4% | +43.6% | +68.9% |
| 5Y | +221.8% | +37.8% | +184.0% | +190.6% |
| 10Y | +562.7% | +470.2% | +92.5% | +317.6% |
| All | +4,381.0% | +6,969.6% | -2,588.6% | +1,607.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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