+209.8%
RF vs GWW
+665.1%
-455.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -1.1% |
| 7D | +0.4% | +3.7% | -3.4% | -1.7% |
| 30D | +5.6% | +13.6% | -8.0% | -1.9% |
| 3M | -8.9% | +15.4% | -24.2% | -16.2% |
| 6M | +7.1% | +21.8% | -14.7% | -5.0% |
| YTD | +8.3% | +50.0% | -41.7% | -15.2% |
| 1Y | +16.8% | +60.2% | -43.4% | -12.0% |
| 3Y | +115.0% | +94.4% | +20.7% | +44.1% |
| 5Y | +46.4% | +221.8% | -175.4% | -28.2% |
| All | +209.8% | +665.1% | -455.3% | +7.3% |
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