+11.1%
SMR vs GWW
+182.1%
-171.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -2.7% | +17.9% | +17.0% |
| 7D | +21.4% | -1.5% | +22.9% | +22.2% |
| 30D | +13.8% | +1.1% | +12.7% | +12.2% |
| 3M | +3.9% | -1.0% | +4.9% | +2.8% |
| 6M | -4.2% | +16.3% | -20.5% | -16.0% |
| YTD | -21.1% | +28.5% | -49.6% | -35.3% |
| 1Y | -67.1% | +30.3% | -97.3% | -73.2% |
| 3Y | +88.9% | +91.6% | -2.8% | +38.0% |
| All | +11.1% | +182.1% | -171.0% | -23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling