+3,634.3%
REGN vs GWW
+10,975.2%
-7,341.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.7% |
| 7D | -5.6% | -3.4% | -2.2% | -4.4% |
| 30D | -2.0% | -1.9% | 0.0% | -1.4% |
| 3M | +28.0% | -2.4% | +30.3% | +28.7% |
| 6M | +1.2% | +15.7% | -14.6% | -4.7% |
| YTD | +1.6% | +27.6% | -26.0% | -8.0% |
| 1Y | +38.2% | +27.2% | +11.1% | +25.1% |
| 3Y | -5.4% | +89.7% | -95.0% | -27.6% |
| 5Y | +21.3% | +223.9% | -202.7% | -26.5% |
| 10Y | +105.2% | +567.1% | -461.9% | -15.5% |
| All | +3,634.3% | +10,975.2% | -7,341.0% | +478.6% |
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 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