+6.0%
LOW vs GWW
+219.8%
-213.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | -2.6% | -3.1% | +0.5% | -1.1% |
| 30D | -11.1% | -2.3% | -8.8% | -10.2% |
| 3M | -8.5% | -3.3% | -5.2% | -7.4% |
| 6M | -20.8% | +15.4% | -36.2% | -26.6% |
| YTD | -17.2% | +26.7% | -44.0% | -27.1% |
| 1Y | -24.7% | +29.0% | -53.7% | -34.4% |
| 3Y | -9.7% | +89.0% | -98.7% | -36.8% |
| 5Y | +6.0% | +221.8% | -215.8% | -42.4% |
| All | +6.0% | +219.8% | -213.8% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling