+227.5%
LOW vs GWW
+570.2%
-342.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | -3.7% | -3.4% | -0.4% | -2.1% |
| 30D | -8.9% | -1.9% | -7.0% | -8.1% |
| 3M | -10.4% | -2.4% | -8.0% | -9.7% |
| 6M | -19.4% | +15.7% | -35.1% | -25.2% |
| YTD | -17.1% | +27.6% | -44.7% | -26.9% |
| 1Y | -26.3% | +27.2% | -53.5% | -35.0% |
| 3Y | -9.9% | +89.7% | -99.6% | -35.7% |
| 5Y | +6.1% | +223.9% | -217.8% | -42.4% |
| All | +227.5% | +570.2% | -342.6% | +38.3% |
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