+225.5%
GWW vs VTEB
+1.2%
+224.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -3.4% | -0.9% | -2.4% | -2.9% |
| 30D | -1.9% | -2.5% | +0.6% | -0.7% |
| 3M | -2.4% | -3.0% | +0.6% | -1.0% |
| 6M | +15.7% | -2.1% | +17.8% | +16.9% |
| YTD | +27.6% | -1.5% | +29.1% | +28.5% |
| 1Y | +27.2% | +0.2% | +27.0% | +27.2% |
| 3Y | +89.7% | +8.6% | +81.1% | +79.9% |
| All | +225.5% | +1.2% | +224.3% | +235.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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