+6,358.4%
SO vs GWW
+16,155.8%
-9,797.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.7% | -0.2% |
| 7D | -0.1% | +5.5% | -5.6% | -1.1% |
| 30D | +8.7% | +14.4% | -5.7% | +6.1% |
| 3M | +3.4% | +13.7% | -10.3% | +1.0% |
| 6M | +3.7% | +20.1% | -16.4% | +0.3% |
| YTD | +10.0% | +47.1% | -37.0% | +2.4% |
| 1Y | +6.6% | +56.2% | -49.6% | -1.9% |
| 3Y | +52.5% | +90.5% | -38.0% | +34.3% |
| 5Y | +76.1% | +221.2% | -145.2% | +40.1% |
| 10Y | +194.9% | +648.4% | -453.5% | +99.7% |
| All | +6,358.4% | +16,155.8% | -9,797.4% | +2,527.0% |
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 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