+252.8%
SPOT vs GWW
+414.1%
-161.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -3.1% | -3.4% | +0.3% | -2.1% |
| 30D | +7.4% | -1.9% | +9.3% | +7.9% |
| 3M | +8.2% | -2.4% | +10.6% | +8.6% |
| 6M | +2.2% | +15.7% | -13.5% | -2.7% |
| YTD | -9.5% | +27.6% | -37.1% | -16.6% |
| 1Y | -23.8% | +27.2% | -51.0% | -30.0% |
| 3Y | +233.5% | +89.7% | +143.8% | +164.4% |
| 5Y | +112.2% | +223.9% | -111.7% | +39.9% |
| All | +252.8% | +414.1% | -161.3% | +97.3% |
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