+307.8%
SPY vs GWW
+658.3%
-350.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | +2.6% | +3.6% | -1.0% | +1.3% |
| 30D | -2.0% | +12.1% | -14.1% | -5.9% |
| 3M | -2.8% | +12.9% | -15.7% | -7.0% |
| 6M | +2.1% | +19.3% | -17.2% | -4.5% |
| YTD | +11.5% | +48.7% | -37.2% | -4.2% |
| 1Y | +13.5% | +60.5% | -47.0% | -5.2% |
| 3Y | +77.7% | +93.3% | -15.6% | +37.2% |
| 5Y | +72.6% | +219.0% | -146.4% | +9.4% |
| All | +307.8% | +658.3% | -350.5% | +104.3% |
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