+2,498.9%
MAR vs GWW
+3,979.9%
-1,481.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | -4.2% | +1.4% | -5.5% | -4.8% |
| 30D | -6.7% | +3.3% | -9.9% | -8.2% |
| 3M | -12.5% | +2.9% | -15.4% | -14.0% |
| 6M | +0.6% | +15.8% | -15.2% | -6.8% |
| YTD | +9.1% | +32.0% | -22.9% | -5.6% |
| 1Y | +26.2% | +29.9% | -3.7% | +9.9% |
| 3Y | +68.2% | +91.1% | -22.9% | +20.6% |
| 5Y | +163.9% | +223.9% | -60.0% | +43.1% |
| 10Y | +420.6% | +567.0% | -146.5% | +81.8% |
| All | +2,498.9% | +3,979.9% | -1,481.0% | +265.8% |
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