-3.4%
NDAQ vs GWW
+29.1%
-32.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -0.6% |
| 7D | -5.6% | -3.4% | -2.2% | -5.4% |
| 30D | -4.4% | -1.9% | -2.4% | -4.3% |
| 3M | +5.9% | -2.4% | +8.3% | +6.0% |
| 6M | +7.7% | +15.7% | -8.0% | +7.1% |
| YTD | -5.2% | +27.6% | -32.8% | -7.8% |
| 1Y | -3.4% | +27.2% | -30.6% | -6.4% |
| All | -3.4% | +29.1% | -32.4% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling