+337.1%
IR vs GWW
+815.3%
-478.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.3% |
| 7D | +4.2% | +3.7% | +0.5% | +2.1% |
| 30D | +8.1% | +13.6% | -5.5% | +0.4% |
| 3M | +0.7% | +15.4% | -14.7% | -7.4% |
| 6M | +16.6% | +21.8% | -5.2% | +3.7% |
| YTD | +7.8% | +50.0% | -42.3% | -14.8% |
| 1Y | +9.9% | +60.2% | -50.3% | -16.1% |
| 3Y | +25.2% | +94.4% | -69.2% | -13.3% |
| 5Y | +46.8% | +221.8% | -175.1% | -22.1% |
| All | +337.1% | +815.3% | -478.1% | +66.4% |
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