+6,834.6%
GWW vs WWD
+15,408.5%
-8,573.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.6% |
| 7D | +1.4% | +1.3% | +0.1% | +1.1% |
| 30D | +3.3% | -7.2% | +10.4% | +5.2% |
| 3M | +2.9% | -3.8% | +6.8% | +3.4% |
| 6M | +15.8% | -9.9% | +25.7% | +17.8% |
| YTD | +32.0% | +14.8% | +17.2% | +25.9% |
| 1Y | +29.9% | +42.1% | -12.2% | +16.6% |
| 3Y | +91.1% | +170.8% | -79.7% | +42.3% |
| 5Y | +223.9% | +197.5% | +26.4% | +132.0% |
| 10Y | +567.0% | +477.8% | +89.2% | +284.6% |
| All | +6,834.6% | +15,408.5% | -8,573.9% | +2,338.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling