+291.1%
P vs GWW
+222.6%
+68.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.3% | +2.9% |
| 7D | +7.8% | -1.5% | +9.4% | +8.6% |
| 30D | +12.3% | +1.1% | +11.2% | +11.9% |
| 3M | +37.1% | -1.0% | +38.1% | +37.4% |
| 6M | +66.1% | +16.3% | +49.8% | +53.1% |
| YTD | +50.9% | +28.5% | +22.4% | +32.2% |
| 1Y | +27.2% | +30.3% | -3.0% | +10.4% |
| 3Y | +158.7% | +91.6% | +67.1% | +89.6% |
| 5Y | +291.1% | +224.0% | +67.1% | +119.4% |
| All | +291.1% | +222.6% | +68.5% | +119.4% |
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 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