+231.7%
RF vs GWW
+653.9%
-422.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.7% |
| 7D | -1.3% | 0.0% | -1.3% | -1.4% |
| 30D | +4.6% | +14.0% | -9.3% | -2.9% |
| 3M | -8.4% | +14.4% | -22.8% | -15.4% |
| 6M | +8.9% | +21.7% | -12.8% | -3.3% |
| YTD | +8.8% | +48.4% | -39.6% | -14.2% |
| 1Y | +18.9% | +58.4% | -39.5% | -9.7% |
| 3Y | +116.0% | +92.3% | +23.7% | +45.8% |
| 5Y | +46.0% | +221.8% | -175.8% | -28.3% |
| 10Y | +231.7% | +657.6% | -425.8% | +18.1% |
| All | +231.7% | +653.9% | -422.2% | +18.1% |
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