+1,435.1%
RF vs GWW
+15,877.3%
-14,442.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.8% |
| 7D | -0.1% | +5.3% | -5.4% | -3.0% |
| 30D | +7.0% | +12.4% | -5.4% | +0.3% |
| 3M | -7.0% | +13.7% | -20.8% | -13.5% |
| 6M | +6.8% | +18.0% | -11.2% | -3.1% |
| YTD | +9.9% | +44.6% | -34.6% | -11.1% |
| 1Y | +21.1% | +53.1% | -32.0% | -5.1% |
| 3Y | +119.6% | +90.2% | +29.4% | +51.9% |
| 5Y | +46.2% | +215.0% | -168.8% | -24.6% |
| 10Y | +261.5% | +658.9% | -397.4% | +12.3% |
| All | +1,435.1% | +15,877.3% | -14,442.2% | +86.6% |
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