+44.8%
PL vs GWW
+271.8%
-226.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | +13.4% | 0.0% | +13.4% | +13.5% |
| 30D | -10.2% | +14.0% | -24.1% | -15.9% |
| 3M | -39.5% | +14.4% | -53.9% | -43.7% |
| 6M | -65.7% | +21.7% | -87.4% | -69.5% |
| YTD | -27.3% | +48.4% | -75.7% | -43.3% |
| 1Y | +15.0% | +58.4% | -43.4% | -13.3% |
| 3Y | +560.8% | +92.3% | +468.6% | +356.6% |
| 5Y | +38.4% | +221.8% | -183.4% | -23.8% |
| All | +44.8% | +271.8% | -226.9% | -21.2% |
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 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