+336.7%
RF vs GWW
+557.3%
-220.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | +0.3% |
| 7D | +2.7% | -1.5% | +4.2% | +3.5% |
| 30D | -3.4% | +1.1% | -4.5% | -4.0% |
| 3M | +6.4% | -1.0% | +7.3% | +6.4% |
| 6M | +13.4% | +16.3% | -2.9% | +3.3% |
| YTD | +14.2% | +28.5% | -14.3% | -2.1% |
| 1Y | +15.7% | +30.3% | -14.6% | -1.8% |
| 3Y | +91.3% | +91.6% | -0.3% | +29.6% |
| 5Y | +89.8% | +224.0% | -134.2% | -7.4% |
| 10Y | +336.7% | +551.3% | -214.6% | +61.5% |
| All | +336.7% | +557.3% | -220.6% | +61.5% |
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