+557.4%
GWW vs WWD
+490.2%
+67.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.1% |
| 7D | -3.1% | -2.9% | -0.3% | -2.2% |
| 30D | -2.3% | -6.6% | +4.3% | -0.2% |
| 3M | -3.3% | -9.3% | +6.0% | -0.9% |
| 6M | +15.4% | -13.6% | +29.0% | +19.5% |
| YTD | +26.7% | +10.4% | +16.4% | +20.6% |
| 1Y | +29.0% | +39.9% | -10.9% | +12.5% |
| 3Y | +89.0% | +165.0% | -76.1% | +28.2% |
| 5Y | +221.8% | +183.8% | +38.0% | +107.7% |
| All | +557.4% | +490.2% | +67.1% | +198.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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