+696.9%
P vs GWW
+553.5%
+143.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.6% |
| 7D | +5.0% | -0.5% | +5.5% | +5.3% |
| 30D | -0.9% | -1.4% | +0.5% | -0.1% |
| 3M | +38.7% | -3.6% | +42.3% | +40.9% |
| 6M | +54.4% | +15.1% | +39.3% | +43.2% |
| YTD | +44.8% | +27.5% | +17.4% | +27.5% |
| 1Y | +22.5% | +29.6% | -7.1% | +6.8% |
| 3Y | +148.2% | +90.1% | +58.2% | +79.6% |
| 5Y | +268.9% | +222.6% | +46.3% | +101.5% |
| 10Y | +696.9% | +566.5% | +130.4% | +234.4% |
| All | +696.9% | +553.5% | +143.4% | +234.4% |
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