+17.2%
O vs GWW
+219.8%
-202.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -3.5% | -3.1% | -0.4% | -2.9% |
| 30D | -3.3% | -2.3% | -1.0% | -2.9% |
| 3M | -2.8% | -3.3% | +0.5% | -2.3% |
| 6M | -5.8% | +15.4% | -21.1% | -8.9% |
| YTD | +9.4% | +26.7% | -17.4% | +3.4% |
| 1Y | +5.7% | +29.0% | -23.3% | -0.6% |
| 3Y | +27.2% | +89.0% | -61.7% | +5.7% |
| 5Y | +17.2% | +221.8% | -204.6% | -15.2% |
| All | +17.2% | +219.8% | -202.6% | -15.2% |
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 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