+16.8%
SPCH vs GWW
+11.2%
+5.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | -0.7% | +17.6% | +16.7% |
| 7D | -3.0% | +6.0% | -9.0% | +0.1% |
| 30D | -39.8% | +14.0% | -53.8% | -36.9% |
| 3M | +16.8% | +12.5% | +4.3% | +21.8% |
| All | +16.8% | +11.2% | +5.6% | +21.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling