+5,423.2%
MS vs GWW
+8,832.2%
-3,409.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.5% | +2.7% |
| 7D | +0.7% | +5.3% | -4.5% | -2.5% |
| 30D | -0.9% | +12.4% | -13.4% | -8.1% |
| 3M | -13.0% | +13.7% | -26.7% | -20.0% |
| 6M | -2.0% | +18.0% | -20.0% | -12.7% |
| YTD | +7.8% | +44.6% | -36.8% | -16.5% |
| 1Y | +17.9% | +53.1% | -35.2% | -12.2% |
| 3Y | +174.8% | +90.2% | +84.6% | +75.3% |
| 5Y | +119.9% | +215.0% | -95.1% | -2.4% |
| 10Y | +578.8% | +658.9% | -80.1% | +53.0% |
| All | +5,423.2% | +8,832.2% | -3,409.0% | +305.5% |
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 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