+578.8%
MS vs GWW
+696.0%
-117.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.5% | +2.8% |
| 7D | +0.7% | +5.3% | -4.5% | -1.8% |
| 30D | -0.9% | +12.4% | -13.4% | -6.7% |
| 3M | -13.0% | +13.7% | -26.7% | -18.7% |
| 6M | -2.0% | +18.0% | -20.0% | -10.7% |
| YTD | +7.8% | +44.6% | -36.8% | -12.4% |
| 1Y | +17.9% | +53.1% | -35.2% | -7.3% |
| 3Y | +174.8% | +90.2% | +84.6% | +91.3% |
| 5Y | +119.9% | +215.0% | -95.1% | +14.3% |
| 10Y | +578.8% | +658.9% | -80.1% | +142.8% |
| All | +578.8% | +696.0% | -117.1% | +142.8% |
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 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