+13,668.0%
GWW vs WY
+673.4%
+12,994.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -0.5% | -1.7% | +1.2% | +0.1% |
| 30D | -1.4% | -9.9% | +8.4% | +2.1% |
| 3M | -3.6% | -7.5% | +3.9% | -1.4% |
| 6M | +15.1% | -5.1% | +20.3% | +16.5% |
| YTD | +27.5% | -2.1% | +29.6% | +27.3% |
| 1Y | +29.6% | -7.3% | +37.0% | +31.7% |
| 3Y | +90.1% | -22.6% | +112.7% | +102.4% |
| 5Y | +222.6% | -19.8% | +242.4% | +235.3% |
| 10Y | +566.5% | +9.6% | +556.9% | +481.4% |
| All | +13,668.0% | +673.4% | +12,994.7% | +6,223.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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