+222.6%
GWW vs Z
-65.8%
+288.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -0.5% | -7.1% | +6.6% | +0.3% |
| 30D | -1.4% | -4.8% | +3.3% | -1.0% |
| 3M | -3.6% | -9.3% | +5.7% | -2.9% |
| 6M | +15.1% | -29.0% | +44.1% | +19.0% |
| YTD | +27.5% | -52.9% | +80.4% | +37.9% |
| 1Y | +29.6% | -63.1% | +92.7% | +44.2% |
| 3Y | +90.1% | -36.9% | +126.9% | +94.4% |
| 5Y | +222.6% | -65.5% | +288.1% | +223.9% |
| All | +222.6% | -65.8% | +288.4% | +223.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling