+88.4%
GWW vs WSM
+226.4%
-138.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.3% |
| 7D | -3.1% | +0.4% | -3.6% | -3.2% |
| 30D | -2.3% | -10.7% | +8.4% | -0.5% |
| 3M | -3.3% | +8.5% | -11.8% | -4.8% |
| 6M | +15.4% | +19.6% | -4.3% | +11.5% |
| YTD | +26.7% | +26.6% | +0.2% | +21.4% |
| 1Y | +29.0% | +12.0% | +17.0% | +25.7% |
| All | +88.4% | +226.4% | -138.0% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 3y: compounded portfolio wealth divided by compounded WSM 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…
3y analysis · Full analysis span regression · 6 months rolling