+318.4%
GWW vs TENB
-9.4%
+327.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.0% | +6.7% | +1.5% |
| 7D | -3.4% | -12.1% | +8.7% | -1.6% |
| 30D | -1.9% | -18.6% | +16.7% | +0.8% |
| 3M | -2.4% | +12.1% | -14.5% | -5.3% |
| 6M | +15.7% | +46.8% | -31.1% | +6.6% |
| YTD | +27.6% | +28.0% | -0.4% | +19.6% |
| 1Y | +27.2% | -1.4% | +28.6% | +24.7% |
| 3Y | +89.7% | -33.9% | +123.6% | +96.1% |
| 5Y | +223.9% | -34.6% | +258.6% | +221.1% |
| All | +318.4% | -9.4% | +327.8% | +241.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 10y: compounded portfolio wealth divided by compounded TENB 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…
10y analysis · Full analysis span regression · 6 months rolling