+561.8%
GWW vs WAB
+296.8%
+265.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.2% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | -1.9% | -4.1% | +2.2% | -0.2% |
| 3M | -2.4% | +8.2% | -10.6% | -6.0% |
| 6M | +15.7% | +15.4% | +0.3% | +8.1% |
| YTD | +27.6% | +33.1% | -5.5% | +12.3% |
| 1Y | +27.2% | +48.1% | -20.9% | +6.8% |
| 3Y | +89.7% | +167.7% | -78.1% | +23.0% |
| 5Y | +223.9% | +225.7% | -1.8% | +92.0% |
| All | +561.8% | +296.8% | +265.0% | +211.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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