+112.8%
GWW vs VLTO
+56.1%
+56.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.4% |
| 7D | +5.3% | +2.0% | +3.2% | +4.7% |
| 30D | +12.4% | +21.8% | -9.4% | +6.4% |
| 3M | +13.7% | +20.2% | -6.5% | +7.9% |
| 6M | +18.0% | +36.3% | -18.3% | +7.5% |
| YTD | +44.6% | +18.8% | +25.7% | +37.0% |
| 1Y | +53.1% | +20.4% | +32.7% | +44.3% |
| 3Y | +90.2% | +71.9% | +18.3% | +69.7% |
| All | +112.8% | +56.1% | +56.7% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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