+52.5%
NDAQ vs GWW
+221.1%
-168.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -1.6% | -0.5% | -1.1% | -1.4% |
| 30D | -1.5% | -1.4% | 0.0% | -1.0% |
| 3M | +8.0% | -3.6% | +11.7% | +9.1% |
| 6M | +7.7% | +15.1% | -7.4% | +2.1% |
| YTD | -2.3% | +27.5% | -29.8% | -11.3% |
| 1Y | +0.6% | +29.6% | -29.0% | -9.4% |
| 3Y | +90.9% | +90.1% | +0.9% | +45.3% |
| 5Y | +52.5% | +222.6% | -170.2% | -10.3% |
| All | +52.5% | +221.1% | -168.6% | -10.3% |
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