+574.5%
GWW vs VT
+222.7%
+351.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +1.4% | +0.4% | +0.9% | +1.0% |
| 30D | +3.3% | +1.0% | +2.3% | +2.3% |
| 3M | +2.9% | +2.4% | +0.5% | +0.4% |
| 6M | +15.8% | +12.0% | +3.8% | +3.8% |
| YTD | +32.0% | +15.3% | +16.7% | +15.3% |
| 1Y | +29.9% | +22.6% | +7.3% | +7.1% |
| 3Y | +91.1% | +74.7% | +16.4% | +12.9% |
| 5Y | +223.9% | +66.1% | +157.8% | +99.3% |
| All | +574.5% | +222.7% | +351.8% | +117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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