+32.9%
PL vs GWW
+224.0%
-191.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.6% |
| 7D | +22.3% | +3.7% | +18.5% | +20.0% |
| 30D | -8.3% | +13.6% | -21.9% | -14.4% |
| 3M | -43.3% | +15.4% | -58.6% | -47.7% |
| 6M | -65.8% | +21.8% | -87.6% | -69.9% |
| YTD | -29.5% | +50.0% | -79.6% | -46.4% |
| 1Y | +11.7% | +60.2% | -48.5% | -18.1% |
| 3Y | +540.6% | +94.4% | +446.2% | +324.8% |
| 5Y | +32.9% | +221.8% | -188.9% | -36.3% |
| All | +32.9% | +224.0% | -191.1% | -36.3% |
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