+252.1%
INTC vs GWW
+570.2%
-318.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.3% |
| 7D | +7.5% | -3.4% | +10.8% | +8.9% |
| 30D | +2.0% | -1.9% | +3.9% | +2.6% |
| 3M | -12.0% | -2.4% | -9.6% | -11.6% |
| 6M | +114.5% | +15.7% | +98.8% | +99.6% |
| YTD | +179.0% | +27.6% | +151.4% | +148.7% |
| 1Y | +318.3% | +27.2% | +291.1% | +273.0% |
| 3Y | +171.2% | +89.7% | +81.5% | +104.5% |
| 5Y | +107.6% | +223.9% | -116.3% | +24.0% |
| All | +252.1% | +570.2% | -318.0% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling