+13,824.2%
MA vs GWW
+2,458.8%
+11,365.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.6% |
| 7D | -2.7% | +1.4% | -4.1% | -3.4% |
| 30D | +1.5% | +3.3% | -1.7% | -0.2% |
| 3M | +20.4% | +2.9% | +17.5% | +18.2% |
| 6M | +11.1% | +15.8% | -4.6% | +2.1% |
| YTD | +2.0% | +32.0% | -30.1% | -12.9% |
| 1Y | -2.2% | +29.9% | -32.1% | -15.9% |
| 3Y | +41.9% | +91.1% | -49.2% | -2.5% |
| 5Y | +75.4% | +223.9% | -148.6% | -11.7% |
| 10Y | +527.5% | +567.0% | -39.5% | +91.1% |
| All | +13,824.2% | +2,458.8% | +11,365.4% | +1,509.7% |
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