+1,381.0%
NET vs GWW
+450.0%
+931.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.5% | -9.1% | -5.7% |
| 7D | -16.4% | +11.1% | -27.4% | -20.7% |
| 30D | -25.8% | +15.7% | -41.6% | -31.1% |
| 3M | -11.5% | +14.8% | -26.3% | -17.5% |
| 6M | +18.9% | +30.9% | -12.0% | +2.7% |
| YTD | +35.2% | +48.5% | -13.3% | +7.6% |
| 1Y | +14.5% | +57.1% | -42.6% | -11.9% |
| 3Y | +313.8% | +98.9% | +214.9% | +177.2% |
| 5Y | +32.6% | +226.2% | -193.6% | -28.9% |
| All | +1,381.0% | +450.0% | +931.0% | +549.7% |
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