+210.0%
NXPI vs GWW
+565.7%
-355.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.7% |
| 7D | +0.7% | -3.1% | +3.8% | +2.3% |
| 30D | -4.2% | -2.3% | -1.9% | -3.2% |
| 3M | -20.4% | -3.3% | -17.1% | -19.5% |
| 6M | +12.5% | +15.4% | -2.9% | +3.3% |
| YTD | +5.2% | +26.7% | -21.5% | -8.4% |
| 1Y | +5.1% | +29.0% | -23.9% | -9.3% |
| 3Y | +17.7% | +89.0% | -71.3% | -17.1% |
| 5Y | +16.8% | +221.8% | -204.9% | -37.7% |
| All | +210.0% | +565.7% | -355.7% | +39.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling