+433.8%
MAR vs GWW
+570.2%
-136.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.4% |
| 7D | -0.5% | -3.4% | +2.8% | +0.8% |
| 30D | -5.4% | -1.9% | -3.5% | -4.7% |
| 3M | -15.5% | -2.4% | -13.1% | -14.9% |
| 6M | +3.0% | +15.7% | -12.8% | -3.4% |
| YTD | +8.5% | +27.6% | -19.1% | -2.5% |
| 1Y | +26.0% | +27.2% | -1.2% | +13.2% |
| 3Y | +68.6% | +89.7% | -21.1% | +29.4% |
| 5Y | +157.4% | +223.9% | -66.5% | +58.6% |
| All | +433.8% | +570.2% | -136.3% | +175.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling