+19.9%
MA vs GWW
+55.9%
-36.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.3% | 0.0% |
| 7D | +1.8% | +5.5% | -3.7% | +0.5% |
| 30D | +11.8% | +14.4% | -2.6% | +8.7% |
| 3M | +17.2% | +13.7% | +3.4% | +14.0% |
| 6M | +33.4% | +20.1% | +13.3% | +27.9% |
| YTD | +16.1% | +47.1% | -30.9% | +2.3% |
| 1Y | +19.9% | +56.2% | -36.3% | +1.6% |
| All | +19.9% | +55.9% | -36.0% | +1.6% |
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