+2,715.8%
MSCI vs GWW
+2,062.2%
+653.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.5% | -1.9% |
| 7D | +2.8% | +6.0% | -3.2% | -0.1% |
| 30D | +15.4% | +14.0% | +1.4% | +8.2% |
| 3M | +13.4% | +12.5% | +0.9% | +7.0% |
| 6M | +10.9% | +23.6% | -12.7% | -0.8% |
| YTD | +13.0% | +43.6% | -30.6% | -7.4% |
| 1Y | +12.0% | +52.5% | -40.4% | -11.0% |
| 3Y | +34.1% | +92.6% | -58.5% | -8.2% |
| 5Y | +3.9% | +219.0% | -215.1% | -46.2% |
| 10Y | +802.0% | +713.8% | +88.2% | +148.0% |
| All | +2,715.8% | +2,062.2% | +653.7% | +203.1% |
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