+631.0%
MSCI vs GWW
+553.5%
+77.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | -1.1% | -0.5% | -0.6% | -0.9% |
| 30D | -1.2% | -1.4% | +0.3% | -0.6% |
| 3M | -8.4% | -3.6% | -4.8% | -7.4% |
| 6M | -1.0% | +15.1% | -16.2% | -6.8% |
| YTD | -2.3% | +27.5% | -29.7% | -12.1% |
| 1Y | -1.2% | +29.6% | -30.8% | -11.9% |
| 3Y | +7.9% | +90.1% | -82.1% | -19.1% |
| 5Y | -10.1% | +222.6% | -232.7% | -45.4% |
| 10Y | +631.0% | +566.5% | +64.5% | +254.8% |
| All | +631.0% | +553.5% | +77.5% | +254.8% |
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