+83.0%
PL vs GWW
+230.7%
-147.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.1% | -1.7% |
| 7D | -9.3% | +1.4% | -10.7% | -10.1% |
| 30D | -18.9% | +3.3% | -22.2% | -20.4% |
| 3M | -58.4% | +2.9% | -61.3% | -59.5% |
| 6M | -30.3% | +15.8% | -46.1% | -37.0% |
| YTD | -8.1% | +32.0% | -40.1% | -23.9% |
| 1Y | +180.5% | +29.9% | +150.6% | +135.5% |
| 3Y | +444.1% | +91.1% | +353.1% | +280.4% |
| 5Y | +83.0% | +223.9% | -140.9% | +6.1% |
| All | +83.0% | +230.7% | -147.6% | +5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling