+1,258.4%
NET vs GWW
+436.0%
+822.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.6% | -5.7% | -7.0% |
| 7D | -21.2% | +5.8% | -27.0% | -23.4% |
| 30D | -31.1% | +13.8% | -44.9% | -35.5% |
| 3M | -16.5% | +13.2% | -29.7% | -21.6% |
| 6M | 0.0% | +28.4% | -28.4% | -12.7% |
| YTD | +24.0% | +44.7% | -20.7% | +0.1% |
| 1Y | +7.0% | +52.1% | -45.1% | -16.2% |
| 3Y | +279.6% | +93.9% | +185.7% | +157.7% |
| 5Y | +24.0% | +221.4% | -197.4% | -32.8% |
| All | +1,258.4% | +436.0% | +822.4% | +504.0% |
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