-73.1%
SMR vs GWW
+31.2%
-104.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.0% |
| 7D | +4.4% | +1.4% | +3.0% | +3.6% |
| 30D | +3.4% | +3.3% | +0.1% | +1.3% |
| 3M | -19.2% | +2.9% | -22.1% | -22.4% |
| 6M | -22.6% | +15.8% | -38.4% | -33.8% |
| YTD | -31.5% | +32.0% | -63.6% | -46.7% |
| 1Y | -73.1% | +29.9% | -103.0% | -78.2% |
| All | -73.1% | +31.2% | -104.2% | -78.2% |
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 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