+49.0%
REGN vs GWW
+55.5%
-6.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.5% | -10.9% | -5.2% |
| 7D | +14.4% | +11.1% | +3.4% | +12.4% |
| 30D | +28.1% | +15.7% | +12.4% | +24.8% |
| 3M | +22.5% | +14.8% | +7.7% | +19.5% |
| 6M | +31.6% | +30.9% | +0.7% | +22.8% |
| YTD | +21.0% | +48.5% | -27.4% | +8.8% |
| 1Y | +49.0% | +57.1% | -8.1% | +30.6% |
| All | +49.0% | +55.5% | -6.5% | +30.6% |
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