+634.6%
P vs GWW
+658.3%
-23.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.5% |
| 7D | +11.6% | +3.6% | +8.1% | +9.8% |
| 30D | -23.7% | +12.1% | -35.8% | -27.9% |
| 3M | -8.0% | +12.9% | -20.9% | -13.3% |
| 6M | +27.9% | +19.3% | +8.6% | +16.9% |
| YTD | +61.2% | +48.7% | +12.4% | +31.6% |
| 1Y | +28.6% | +60.5% | -31.9% | +0.9% |
| 3Y | +200.5% | +93.3% | +107.2% | +115.6% |
| 5Y | +282.9% | +219.0% | +64.0% | +110.9% |
| All | +634.6% | +658.3% | -23.7% | +215.4% |
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