+225.5%
GWW vs TW
+19.5%
+206.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | -3.4% | -4.5% | +1.1% | -2.6% |
| 30D | -1.9% | -2.3% | +0.4% | -1.5% |
| 3M | -2.4% | +2.6% | -5.0% | -3.1% |
| 6M | +15.7% | -17.5% | +33.3% | +19.2% |
| YTD | +27.6% | -5.3% | +32.9% | +27.7% |
| 1Y | +27.2% | -14.8% | +42.0% | +29.9% |
| 3Y | +89.7% | +18.8% | +70.8% | +76.6% |
| All | +225.5% | +19.5% | +206.0% | +186.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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