+2,785.5%
MSCI vs GWW
+2,114.3%
+671.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.7% |
| 7D | +2.7% | +5.5% | -2.9% | 0.0% |
| 30D | +16.2% | +14.4% | +1.8% | +8.8% |
| 3M | +17.1% | +13.7% | +3.4% | +9.9% |
| 6M | +13.0% | +20.1% | -7.1% | +2.6% |
| YTD | +15.8% | +47.1% | -31.3% | -6.2% |
| 1Y | +15.5% | +56.2% | -40.7% | -9.4% |
| 3Y | +32.3% | +90.5% | -58.2% | -8.8% |
| 5Y | +8.2% | +221.2% | -213.1% | -44.2% |
| 10Y | +800.7% | +648.4% | +152.3% | +162.9% |
| All | +2,785.5% | +2,114.3% | +671.1% | +206.9% |
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