-64.9%
SE vs GWW
+223.7%
-288.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +2.3% |
| 7D | +0.6% | -1.5% | +2.1% | +1.2% |
| 30D | -0.1% | +1.1% | -1.2% | -0.8% |
| 3M | +34.1% | -1.0% | +35.1% | +33.6% |
| 6M | +23.2% | +16.3% | +6.9% | +13.2% |
| YTD | -11.2% | +28.5% | -39.7% | -23.0% |
| 1Y | -40.5% | +30.3% | -70.8% | -48.9% |
| 3Y | +196.3% | +91.6% | +104.7% | +96.7% |
| All | -64.9% | +223.7% | -288.5% | -82.5% |
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 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