+690.8%
GWW vs Z
+7.8%
+683.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.4% | -1.3% |
| 7D | +3.6% | +0.8% | +2.7% | +3.4% |
| 30D | +12.1% | +5.2% | +6.9% | +11.1% |
| 3M | +12.9% | -17.0% | +29.9% | +14.9% |
| 6M | +19.3% | -22.7% | +42.0% | +22.1% |
| YTD | +48.7% | -56.3% | +105.0% | +62.3% |
| 1Y | +60.5% | -57.7% | +118.2% | +75.7% |
| 3Y | +93.3% | -16.5% | +109.8% | +89.9% |
| 5Y | +219.0% | -53.4% | +272.4% | +225.4% |
| 10Y | +659.0% | -15.9% | +674.9% | +543.8% |
| All | +690.8% | +7.8% | +683.0% | +552.1% |
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