+92.6%
GWW vs VT
+69.7%
+22.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -0.9% |
| 7D | +6.0% | -2.3% | +8.3% | +7.7% |
| 30D | +14.0% | -5.0% | +19.0% | +18.0% |
| 3M | +12.5% | -4.9% | +17.4% | +16.3% |
| 6M | +23.6% | -1.5% | +25.2% | +24.2% |
| YTD | +43.6% | +8.5% | +35.1% | +33.8% |
| 1Y | +52.5% | +11.4% | +41.1% | +39.1% |
| 3Y | +92.6% | +70.1% | +22.5% | +26.1% |
| All | +92.6% | +69.7% | +22.8% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling