+5,261.3%
O vs GWW
+8,960.0%
-3,698.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | -0.4% | +3.7% | -4.1% | -1.6% |
| 30D | +8.3% | +13.6% | -5.3% | +3.9% |
| 3M | -4.0% | +15.4% | -19.3% | -8.5% |
| 6M | -2.6% | +21.8% | -24.4% | -9.0% |
| YTD | +9.9% | +50.0% | -40.2% | -4.6% |
| 1Y | +9.8% | +60.2% | -50.4% | -6.7% |
| 3Y | +39.7% | +94.4% | -54.6% | +9.2% |
| 5Y | +9.2% | +221.8% | -212.7% | -29.4% |
| 10Y | +81.5% | +665.8% | -584.3% | -16.6% |
| All | +5,261.3% | +8,960.0% | -3,698.7% | +1,217.2% |
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