+1,449.6%
NET vs GWW
+389.1%
+1,060.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.4% |
| 7D | -7.0% | +1.4% | -8.4% | -7.6% |
| 30D | -4.8% | +3.3% | -8.1% | -6.2% |
| 3M | +3.8% | +2.9% | +0.9% | +1.6% |
| 6M | +50.0% | +15.8% | +34.3% | +37.4% |
| YTD | +41.5% | +32.0% | +9.4% | +19.6% |
| 1Y | +32.8% | +29.9% | +2.9% | +13.1% |
| 3Y | +335.9% | +91.1% | +244.8% | +197.6% |
| 5Y | +113.8% | +223.9% | -110.1% | +18.2% |
| All | +1,449.6% | +389.1% | +1,060.4% | +622.2% |
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