+1,514.2%
RF vs GWW
+14,492.5%
-12,978.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | +1.3% | +1.4% | -0.1% | +0.5% |
| 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% | -1.6% |
| 1Y | +15.7% | +29.9% | -14.2% | -0.8% |
| 3Y | +86.9% | +91.1% | -4.2% | +29.2% |
| 5Y | +89.8% | +223.9% | -134.1% | -3.6% |
| 10Y | +344.7% | +567.0% | -222.3% | +48.0% |
| All | +1,514.2% | +14,492.5% | -12,978.3% | +106.5% |
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 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