+89.5%
GWW vs WWD
+167.9%
-78.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -0.5% | +0.6% | -1.1% | -0.6% |
| 30D | -1.4% | -5.1% | +3.7% | -0.3% |
| 3M | -3.6% | -11.2% | +7.6% | -1.3% |
| 6M | +15.1% | -12.0% | +27.2% | +17.6% |
| YTD | +27.5% | +12.0% | +15.5% | +22.4% |
| 1Y | +29.6% | +42.8% | -13.2% | +16.6% |
| All | +89.5% | +167.9% | -78.4% | +38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling