+273.7%
IR vs GWW
+678.3%
-404.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.6% |
| 7D | -4.5% | -3.4% | -1.1% | -2.6% |
| 30D | -13.9% | -1.9% | -12.0% | -13.0% |
| 3M | -0.3% | -2.4% | +2.0% | +0.7% |
| 6M | -14.3% | +15.7% | -30.1% | -21.4% |
| YTD | -7.9% | +27.6% | -35.5% | -19.9% |
| 1Y | -9.9% | +27.2% | -37.1% | -21.6% |
| 3Y | +6.5% | +89.7% | -83.1% | -24.5% |
| 5Y | +34.0% | +223.9% | -189.9% | -28.1% |
| All | +273.7% | +678.3% | -404.6% | +56.2% |
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