+1,112.1%
PSX vs GWW
+692.4%
+419.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | +4.5% | +1.4% | +3.1% | +3.9% |
| 30D | +26.6% | +3.3% | +23.3% | +24.9% |
| 3M | +39.3% | +2.9% | +36.3% | +37.1% |
| 6M | +56.8% | +15.8% | +41.0% | +45.8% |
| YTD | +101.8% | +32.0% | +69.8% | +77.3% |
| 1Y | +99.6% | +29.9% | +69.7% | +76.0% |
| 3Y | +140.3% | +91.1% | +49.3% | +78.2% |
| 5Y | +339.3% | +223.9% | +115.4% | +151.2% |
| 10Y | +369.9% | +567.0% | -197.2% | +93.6% |
| All | +1,112.1% | +692.4% | +419.7% | +356.9% |
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