+90.1%
RF vs GWW
+224.0%
-133.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | +1.3% | +1.4% | -0.1% | +0.6% |
| 30D | -3.6% | +3.3% | -6.9% | -5.3% |
| 3M | +8.1% | +2.9% | +5.2% | +5.9% |
| 6M | +11.5% | +15.8% | -4.3% | +2.3% |
| YTD | +15.6% | +32.0% | -16.5% | -1.5% |
| 1Y | +15.7% | +29.9% | -14.2% | -0.7% |
| 3Y | +86.9% | +91.1% | -4.2% | +31.9% |
| All | +90.1% | +224.0% | -133.9% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling