+67.5%
MA vs GWW
+222.6%
-155.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.2% | -0.4% |
| 7D | -1.8% | -1.5% | -0.2% | -1.2% |
| 30D | +1.4% | +1.1% | +0.3% | +0.9% |
| 3M | +17.7% | -1.0% | +18.7% | +17.8% |
| 6M | +9.7% | +16.3% | -6.6% | +2.6% |
| YTD | +0.5% | +28.5% | -28.0% | -10.1% |
| 1Y | -2.1% | +30.3% | -32.3% | -13.0% |
| 3Y | +40.1% | +91.6% | -51.5% | +4.3% |
| 5Y | +67.5% | +224.0% | -156.5% | -7.2% |
| All | +67.5% | +222.6% | -155.1% | -7.2% |
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