+499.0%
MA vs GWW
+565.7%
-66.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -3.5% | -3.1% | -0.3% | -2.3% |
| 30D | +0.7% | -2.3% | +3.0% | +1.6% |
| 3M | +15.8% | -3.3% | +19.1% | +16.9% |
| 6M | +10.2% | +15.4% | -5.2% | +3.5% |
| YTD | -0.5% | +26.7% | -27.2% | -10.3% |
| 1Y | -1.8% | +29.0% | -30.8% | -12.3% |
| 3Y | +38.7% | +89.0% | -50.2% | +5.0% |
| 5Y | +67.6% | +221.8% | -154.1% | +0.6% |
| All | +499.0% | +565.7% | -66.7% | +196.8% |
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