+593.1%
MA vs GWW
+658.3%
-65.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.7% |
| 7D | +1.3% | +3.6% | -2.3% | -0.1% |
| 30D | +9.6% | +12.1% | -2.5% | +4.8% |
| 3M | +16.8% | +12.9% | +3.9% | +11.3% |
| 6M | +35.2% | +19.3% | +15.9% | +25.6% |
| YTD | +16.6% | +48.7% | -32.2% | -1.5% |
| 1Y | +19.8% | +60.5% | -40.7% | -1.8% |
| 3Y | +70.7% | +93.3% | -22.6% | +28.2% |
| 5Y | +87.4% | +219.0% | -131.6% | +12.5% |
| All | +593.1% | +658.3% | -65.2% | +228.8% |
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