-46.2%
SE vs GWW
+59.1%
-105.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | -0.5% | +3.6% | -4.0% | -0.7% |
| 30D | -20.9% | +12.1% | -33.1% | -20.9% |
| 3M | -38.9% | +12.9% | -51.8% | -38.9% |
| 6M | -19.4% | +19.3% | -38.7% | -20.1% |
| YTD | -40.9% | +48.7% | -89.6% | -41.0% |
| 1Y | -46.2% | +60.5% | -106.7% | -45.9% |
| All | -46.2% | +59.1% | -105.3% | -45.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling