+57.1%
GWW vs Z
-54.2%
+111.3%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +9.4% | -2.9% | +6.0% |
| 7D | +11.1% | +10.2% | +0.9% | +10.5% |
| 30D | +15.7% | +23.7% | -7.9% | +14.7% |
| 3M | +14.8% | -6.6% | +21.3% | +14.6% |
| 6M | +30.9% | -23.0% | +53.9% | +31.9% |
| YTD | +48.5% | -50.3% | +98.8% | +52.8% |
| 1Y | +57.1% | -53.6% | +110.7% | +63.0% |
| All | +57.1% | -54.2% | +111.3% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling