+112.4%
MS vs GWW
+217.3%
-104.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | -1.6% | +6.0% | -7.6% | -4.1% |
| 30D | -3.8% | +14.0% | -17.8% | -9.5% |
| 3M | -14.6% | +12.5% | -27.1% | -19.3% |
| 6M | -5.1% | +23.6% | -28.7% | -15.0% |
| YTD | +4.5% | +43.6% | -39.1% | -13.7% |
| 1Y | +13.5% | +52.5% | -38.9% | -9.2% |
| 3Y | +160.4% | +92.6% | +67.8% | +86.0% |
| All | +112.4% | +217.3% | -104.9% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling