+222.5%
GWW vs VIG
+64.4%
+158.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +3.6% | +3.5% | +0.1% | 0.0% |
| 30D | +12.1% | +4.9% | +7.2% | +6.8% |
| 3M | +12.9% | +2.5% | +10.4% | +10.1% |
| 6M | +19.3% | +11.0% | +8.3% | +7.1% |
| YTD | +48.7% | +16.0% | +32.7% | +27.8% |
| 1Y | +60.5% | +17.5% | +43.0% | +36.1% |
| 3Y | +93.3% | +67.0% | +26.3% | +14.3% |
| All | +222.5% | +64.4% | +158.1% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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