+192.9%
SO vs GWW
+665.1%
-472.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.5% | -1.7% |
| 7D | -0.9% | +3.7% | -4.6% | -1.8% |
| 30D | +4.9% | +13.6% | -8.6% | +1.9% |
| 3M | +0.8% | +15.4% | -14.6% | -2.6% |
| 6M | +0.6% | +21.8% | -21.2% | -4.2% |
| YTD | +8.7% | +50.0% | -41.4% | -1.9% |
| 1Y | +4.0% | +60.2% | -56.3% | -7.7% |
| 3Y | +50.6% | +94.4% | -43.8% | +25.3% |
| 5Y | +77.5% | +221.8% | -144.3% | +26.9% |
| All | +192.9% | +665.1% | -472.2% | +77.0% |
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