+222.5%
GWW vs VT
+57.0%
+165.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.7% |
| 7D | +3.6% | +2.4% | +1.2% | +1.8% |
| 30D | +12.1% | -1.5% | +13.6% | +13.3% |
| 3M | +12.9% | -4.1% | +17.0% | +16.3% |
| 6M | +19.3% | +0.6% | +18.8% | +18.2% |
| YTD | +48.7% | +11.0% | +37.7% | +36.2% |
| 1Y | +60.5% | +13.3% | +47.2% | +44.6% |
| 3Y | +93.3% | +73.4% | +19.9% | +24.4% |
| All | +222.5% | +57.0% | +165.5% | +121.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling