+5,367.1%
O vs GWW
+7,659.6%
-2,292.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.5% |
| 7D | -0.6% | -1.5% | +1.0% | -0.1% |
| 30D | -2.0% | +1.1% | -3.1% | -2.4% |
| 3M | +3.0% | -1.0% | +4.0% | +3.1% |
| 6M | -3.6% | +16.3% | -20.0% | -8.8% |
| YTD | +12.1% | +28.5% | -16.5% | +2.4% |
| 1Y | +8.9% | +30.3% | -21.4% | -1.1% |
| 3Y | +30.3% | +91.6% | -61.3% | +2.0% |
| 5Y | +13.7% | +224.0% | -210.3% | -26.9% |
| 10Y | +50.3% | +551.3% | -501.0% | -27.4% |
| All | +5,367.1% | +7,659.6% | -2,292.5% | +1,313.6% |
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