+844.5%
MSCI vs GWW
+658.3%
+186.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.4% |
| 7D | +2.7% | +3.6% | -0.9% | +1.3% |
| 30D | +17.4% | +12.1% | +5.3% | +12.5% |
| 3M | +14.8% | +12.9% | +1.9% | +9.7% |
| 6M | +16.1% | +19.3% | -3.2% | +8.2% |
| YTD | +16.0% | +48.7% | -32.7% | -1.6% |
| 1Y | +16.4% | +60.5% | -44.1% | -4.3% |
| 3Y | +35.3% | +93.3% | -57.9% | +1.2% |
| 5Y | +6.6% | +219.0% | -212.3% | -35.3% |
| All | +844.5% | +658.3% | +186.2% | +352.2% |
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 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