+222.6%
GWW vs WAB
+224.0%
-1.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.1% |
| 7D | -0.5% | +0.2% | -0.7% | -0.6% |
| 30D | -1.4% | -4.6% | +3.1% | +0.7% |
| 3M | -3.6% | +5.6% | -9.3% | -6.7% |
| 6M | +15.1% | +13.8% | +1.3% | +7.0% |
| YTD | +27.5% | +31.9% | -4.4% | +10.1% |
| 1Y | +29.6% | +48.3% | -18.7% | +5.4% |
| 3Y | +90.1% | +167.1% | -77.1% | +11.9% |
| 5Y | +222.6% | +222.9% | -0.3% | +69.4% |
| All | +222.6% | +224.0% | -1.4% | +69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling