+9.1%
IR vs GWW
+55.5%
-46.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.5% | -7.0% | -4.7% |
| 7D | +11.6% | +11.1% | +0.5% | +3.9% |
| 30D | +7.2% | +15.7% | -8.6% | -3.1% |
| 3M | -5.9% | +14.8% | -20.6% | -14.5% |
| 6M | +11.5% | +30.9% | -19.5% | -10.9% |
| YTD | +6.3% | +48.5% | -42.1% | -26.5% |
| 1Y | +9.1% | +57.1% | -48.0% | -28.8% |
| All | +9.1% | +55.5% | -46.4% | -28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling