+669.9%
GWW vs VO
+197.6%
+472.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +3.6% | +3.1% | +0.5% | +0.7% |
| 30D | +12.1% | +2.2% | +9.9% | +10.0% |
| 3M | +12.9% | -2.5% | +15.4% | +15.3% |
| 6M | +19.3% | +7.0% | +12.4% | +12.2% |
| YTD | +48.7% | +14.0% | +34.7% | +32.1% |
| 1Y | +60.5% | +15.6% | +44.9% | +40.8% |
| 3Y | +93.3% | +66.2% | +27.1% | +22.9% |
| 5Y | +219.0% | +36.6% | +182.3% | +139.4% |
| All | +669.9% | +197.6% | +472.3% | +200.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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