+24.0%
NET vs GWW
+217.1%
-193.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.6% | -5.7% | -6.6% |
| 7D | -21.2% | +5.8% | -27.0% | -24.1% |
| 30D | -31.1% | +13.8% | -44.9% | -36.8% |
| 3M | -16.5% | +13.2% | -29.7% | -23.2% |
| 6M | 0.0% | +28.4% | -28.4% | -17.0% |
| YTD | +24.0% | +44.7% | -20.7% | -8.3% |
| 1Y | +7.0% | +52.1% | -45.1% | -24.3% |
| 3Y | +279.6% | +93.9% | +185.7% | +105.4% |
| 5Y | +24.0% | +221.4% | -197.4% | -56.4% |
| All | +24.0% | +217.1% | -193.2% | -56.4% |
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 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