+65.8%
MAR vs GWW
+88.4%
-22.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.5% |
| 7D | -2.1% | -3.1% | +1.1% | -0.5% |
| 30D | -5.7% | -2.3% | -3.3% | -4.6% |
| 3M | -14.6% | -3.3% | -11.3% | -13.6% |
| 6M | +1.3% | +15.4% | -14.0% | -6.8% |
| YTD | +6.7% | +26.7% | -20.0% | -7.5% |
| 1Y | +26.4% | +29.0% | -2.5% | +8.2% |
| All | +65.8% | +88.4% | -22.6% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling