+602.1%
GWW vs Z
+25.1%
+577.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.1% |
| 7D | +1.4% | -3.0% | +4.4% | +1.7% |
| 30D | +3.3% | -4.2% | +7.5% | +3.6% |
| 3M | +2.9% | -3.7% | +6.6% | +3.0% |
| 6M | +15.8% | -24.5% | +40.3% | +19.0% |
| YTD | +32.0% | -49.3% | +81.3% | +42.1% |
| 1Y | +29.9% | -58.7% | +88.6% | +43.1% |
| 3Y | +91.1% | -34.1% | +125.2% | +94.1% |
| 5Y | +223.9% | -64.5% | +288.5% | +240.7% |
| 10Y | +567.0% | -0.5% | +567.5% | +456.2% |
| All | +602.1% | +25.1% | +577.0% | +470.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling