+1.5%
SMR vs GWW
+178.3%
-176.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -5.2% |
| 7D | +4.7% | -3.1% | +7.9% | +6.6% |
| 30D | +3.2% | -2.3% | +5.6% | +4.2% |
| 3M | +9.9% | -3.3% | +13.2% | +10.6% |
| 6M | -15.1% | +15.4% | -30.5% | -25.2% |
| YTD | -27.9% | +26.7% | -54.7% | -40.3% |
| 1Y | -70.2% | +29.0% | -99.2% | -75.7% |
| 3Y | +72.5% | +89.0% | -16.5% | +27.2% |
| All | +1.5% | +178.3% | -176.8% | -29.8% |
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