-0.4%
PL vs GWW
+55.5%
-55.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +6.5% | -12.9% | -6.3% |
| 7D | -11.7% | +11.1% | -22.8% | -11.9% |
| 30D | -27.1% | +15.7% | -42.9% | -27.5% |
| 3M | -44.6% | +14.8% | -59.3% | -44.8% |
| 6M | -67.2% | +30.9% | -98.1% | -69.7% |
| YTD | -35.9% | +48.5% | -84.3% | -52.0% |
| 1Y | -0.4% | +57.1% | -57.5% | -28.2% |
| All | -0.4% | +55.5% | -55.9% | -28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling