+34,839.8%
LOW vs GWW
+14,103.4%
+20,736.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -0.5% |
| 7D | +0.4% | -1.5% | +1.9% | +1.1% |
| 30D | -10.1% | +1.1% | -11.2% | -10.7% |
| 3M | -2.9% | -1.0% | -1.9% | -2.7% |
| 6M | -19.4% | +16.3% | -35.7% | -25.4% |
| YTD | -15.4% | +28.5% | -44.0% | -25.6% |
| 1Y | -24.9% | +30.3% | -55.2% | -34.5% |
| 3Y | -7.8% | +91.6% | -99.4% | -34.2% |
| 5Y | +8.4% | +224.0% | -215.6% | -40.7% |
| 10Y | +226.8% | +551.3% | -324.5% | +21.8% |
| All | +34,839.8% | +14,103.4% | +20,736.4% | +2,805.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling