+557.4%
GWW vs VO
+197.9%
+359.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | +0.2% |
| 7D | -3.1% | -2.5% | -0.7% | -1.0% |
| 30D | -2.3% | -3.2% | +0.9% | +0.5% |
| 3M | -3.3% | +3.9% | -7.2% | -6.6% |
| 6M | +15.4% | +9.6% | +5.7% | +6.1% |
| YTD | +26.7% | +11.6% | +15.2% | +14.8% |
| 1Y | +29.0% | +12.6% | +16.3% | +15.9% |
| 3Y | +89.0% | +55.4% | +33.6% | +27.4% |
| 5Y | +221.8% | +41.8% | +179.9% | +132.7% |
| All | +557.4% | +197.9% | +359.4% | +140.4% |
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