+96.0%
MA vs GWW
+220.1%
-124.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | -0.3% | +5.3% | -5.6% | -2.3% |
| 30D | +11.3% | +12.4% | -1.1% | +6.5% |
| 3M | +16.7% | +13.7% | +2.9% | +11.0% |
| 6M | +32.8% | +18.0% | +14.8% | +24.1% |
| YTD | +15.6% | +44.6% | -28.9% | -1.2% |
| 1Y | +19.6% | +53.1% | -33.5% | -0.2% |
| 3Y | +72.1% | +90.2% | -18.1% | +29.1% |
| 5Y | +96.0% | +215.0% | -119.0% | +6.4% |
| All | +96.0% | +220.1% | -124.0% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling