-11.4%
MSCI vs GWW
+222.6%
-234.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.7% | -1.1% | -2.7% |
| 7D | -2.1% | -1.5% | -0.5% | -1.5% |
| 30D | -1.7% | +1.1% | -2.8% | -2.2% |
| 3M | -8.2% | -1.0% | -7.2% | -8.2% |
| 6M | -2.4% | +16.3% | -18.7% | -9.1% |
| YTD | -2.8% | +28.5% | -31.3% | -14.3% |
| 1Y | -2.7% | +30.3% | -32.9% | -14.9% |
| 3Y | +7.3% | +91.6% | -84.3% | -26.9% |
| 5Y | -11.4% | +224.0% | -235.4% | -56.3% |
| All | -11.4% | +222.6% | -234.0% | -56.3% |
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