-14.4%
SMR vs GWW
+180.1%
-194.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.7% | -16.3% | -16.1% |
| 7D | -11.2% | -3.4% | -7.9% | -9.6% |
| 30D | -10.2% | -1.9% | -8.3% | -9.7% |
| 3M | -10.0% | -2.4% | -7.6% | -10.1% |
| 6M | -30.5% | +15.7% | -46.2% | -38.8% |
| YTD | -39.2% | +27.6% | -66.8% | -49.9% |
| 1Y | -75.5% | +27.2% | -102.7% | -79.8% |
| 3Y | +45.4% | +89.7% | -44.2% | +6.8% |
| All | -14.4% | +180.1% | -194.5% | -41.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling