+361.6%
PSX vs GWW
+658.3%
-296.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +1.1% |
| 7D | +7.8% | +3.6% | +4.3% | +6.4% |
| 30D | -10.9% | +12.1% | -23.0% | -15.0% |
| 3M | +14.5% | +12.9% | +1.6% | +8.8% |
| 6M | +56.1% | +19.3% | +36.8% | +44.6% |
| YTD | +109.6% | +48.7% | +60.9% | +76.1% |
| 1Y | +95.5% | +60.5% | +35.0% | +59.0% |
| 3Y | +156.2% | +93.3% | +62.9% | +91.8% |
| 5Y | +310.0% | +219.0% | +91.0% | +142.4% |
| All | +361.6% | +658.3% | -296.7% | +108.9% |
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