+1,402.2%
RF vs GWW
+15,772.9%
-14,370.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | 0.0% |
| 7D | -0.9% | +6.0% | -6.9% | -4.1% |
| 30D | +6.0% | +14.0% | -8.0% | -1.4% |
| 3M | -8.9% | +12.5% | -21.4% | -14.8% |
| 6M | +2.3% | +23.6% | -21.3% | -9.6% |
| YTD | +7.6% | +43.6% | -36.1% | -12.7% |
| 1Y | +21.2% | +52.5% | -31.3% | -4.8% |
| 3Y | +108.5% | +92.6% | +16.0% | +43.3% |
| 5Y | +43.2% | +219.0% | -175.8% | -26.6% |
| 10Y | +288.1% | +713.8% | -425.7% | +16.3% |
| All | +1,402.2% | +15,772.9% | -14,370.6% | +83.2% |
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