-64.8%
SPCH vs GWW
+9.4%
-74.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | -0.7% | +17.6% | +16.8% |
| 7D | -3.0% | +6.0% | -9.0% | -1.3% |
| 30D | -39.8% | +14.0% | -53.8% | -38.1% |
| 3M | +16.8% | +12.5% | +4.3% | +19.6% |
| All | -64.8% | +9.4% | -74.2% | -67.1% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling