+45.2%
PL vs GWW
+261.4%
-216.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +0.5% | +14.0% | +14.3% |
| 7D | +10.9% | +5.1% | +5.8% | +8.1% |
| 30D | -16.4% | +12.2% | -28.6% | -21.2% |
| 3M | -39.9% | +13.5% | -53.5% | -43.9% |
| 6M | -63.2% | +17.8% | -81.0% | -66.8% |
| YTD | -27.1% | +44.3% | -71.4% | -42.4% |
| 1Y | +12.2% | +52.8% | -40.7% | -13.9% |
| 3Y | +584.3% | +89.9% | +494.4% | +376.0% |
| 5Y | +37.0% | +214.5% | -177.5% | -23.6% |
| All | +45.2% | +261.4% | -216.3% | -19.9% |
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