+57.1%
GWW vs VFC
+52.5%
+4.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.4% | +2.1% | +5.7% |
| 7D | +11.1% | +21.5% | -10.4% | +7.1% |
| 30D | +15.7% | +46.7% | -30.9% | +7.7% |
| 3M | +14.8% | +38.4% | -23.6% | +7.9% |
| 6M | +30.9% | +15.2% | +15.7% | +26.8% |
| YTD | +48.5% | +17.8% | +30.7% | +41.3% |
| 1Y | +57.1% | +55.6% | +1.5% | +42.5% |
| All | +57.1% | +52.5% | +4.6% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling