+15,612.2%
MA vs GWW
+2,807.9%
+12,804.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.8% |
| 7D | -0.5% | +3.7% | -4.2% | -2.3% |
| 30D | +7.9% | +13.6% | -5.7% | +1.1% |
| 3M | +16.8% | +15.4% | +1.4% | +8.4% |
| 6M | +31.0% | +21.8% | +9.2% | +17.7% |
| YTD | +15.0% | +50.0% | -35.0% | -8.0% |
| 1Y | +17.0% | +60.2% | -43.2% | -9.5% |
| 3Y | +68.5% | +94.4% | -25.9% | +15.3% |
| 5Y | +85.0% | +221.8% | -136.8% | -5.9% |
| 10Y | +561.3% | +665.8% | -104.4% | +88.3% |
| All | +15,612.2% | +2,807.9% | +12,804.3% | +1,600.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling