+221.8%
GWW vs VT
+59.8%
+162.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.1% |
| 7D | 0.0% | -0.7% | +0.7% | +0.4% |
| 30D | +14.0% | -1.7% | +15.7% | +15.4% |
| 3M | +14.4% | -2.3% | +16.7% | +16.2% |
| 6M | +21.7% | +1.5% | +20.2% | +19.7% |
| YTD | +48.4% | +12.0% | +36.4% | +35.0% |
| 1Y | +58.4% | +12.9% | +45.5% | +43.2% |
| 3Y | +92.3% | +74.9% | +17.3% | +23.0% |
| 5Y | +221.8% | +59.9% | +161.9% | +118.6% |
| All | +221.8% | +59.8% | +162.0% | +118.6% |
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