-17.7%
LVS vs GWW
+31.2%
-48.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | -1.5% | +1.4% | -2.9% | -1.9% |
| 30D | -3.2% | +3.3% | -6.5% | -4.2% |
| 3M | -12.0% | +2.9% | -14.9% | -13.0% |
| 6M | -19.9% | +15.8% | -35.7% | -24.4% |
| YTD | -30.6% | +32.0% | -62.7% | -37.4% |
| 1Y | -17.7% | +29.9% | -47.6% | -25.5% |
| All | -17.7% | +31.2% | -48.9% | -25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling