+46.7%
REGN vs GWW
+31.2%
+15.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.0% |
| 7D | +4.2% | +1.4% | +2.8% | +3.9% |
| 30D | +7.8% | +3.3% | +4.6% | +7.1% |
| 3M | +31.8% | +2.9% | +28.9% | +30.6% |
| 6M | +5.4% | +15.8% | -10.4% | +1.1% |
| YTD | +7.7% | +32.0% | -24.4% | +1.4% |
| 1Y | +46.7% | +29.9% | +16.8% | +36.2% |
| All | +46.7% | +31.2% | +15.5% | +36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling