+115.3%
SPOT vs GWW
+222.0%
-106.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.5% |
| 6M | +2.2% | +15.7% | -13.5% | -2.8% |
| YTD | -9.5% | +27.6% | -37.1% | -16.8% |
| 1Y | -23.8% | +27.2% | -51.0% | -30.1% |
| 3Y | +233.5% | +89.7% | +143.8% | +154.2% |
| All | +115.3% | +222.0% | -106.7% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling