+7.5%
MSCI vs GWW
+89.6%
-82.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | -3.2% | -3.4% | +0.1% | -2.5% |
| 30D | -1.1% | -1.9% | +0.8% | -0.7% |
| 3M | -6.3% | -2.4% | -4.0% | -6.0% |
| 6M | +2.1% | +15.7% | -13.6% | -1.8% |
| YTD | -2.3% | +27.6% | -29.9% | -9.4% |
| 1Y | -3.9% | +27.2% | -31.1% | -10.9% |
| 3Y | +7.5% | +89.7% | -82.2% | -19.2% |
| All | +7.5% | +89.6% | -82.2% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling