-85.6%
SMR vs GWW
+55.5%
-141.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.5% | -11.0% | -6.2% |
| 7D | -9.5% | +11.1% | -20.6% | -12.4% |
| 30D | -33.2% | +15.7% | -48.9% | -36.4% |
| 3M | -45.9% | +14.8% | -60.7% | -48.8% |
| 6M | -57.9% | +30.9% | -88.8% | -65.9% |
| YTD | -63.8% | +48.5% | -112.3% | -74.5% |
| 1Y | -85.6% | +57.1% | -142.7% | -90.1% |
| All | -85.6% | +55.5% | -141.1% | -90.1% |
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