+223.6%
GWW vs VFC
-79.1%
+302.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.6% |
| 7D | -0.5% | -2.3% | +1.9% | -0.2% |
| 30D | -1.4% | -13.4% | +11.9% | +0.2% |
| 3M | -3.6% | -23.7% | +20.1% | -1.0% |
| 6M | +15.1% | -24.5% | +39.6% | +18.2% |
| YTD | +27.5% | -27.8% | +55.3% | +31.5% |
| 1Y | +29.6% | -13.5% | +43.1% | +30.7% |
| 3Y | +90.1% | -27.1% | +117.2% | +86.9% |
| All | +223.6% | -79.1% | +302.7% | +321.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling