+17.5%
SPY vs GWW
+29.7%
-12.2%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -2.0% | -3.1% | +1.2% | -1.5% |
| 30D | -1.7% | -2.3% | +0.7% | -1.3% |
| 3M | +4.7% | -3.3% | +8.0% | +5.0% |
| 6M | +12.5% | +15.4% | -2.9% | +8.4% |
| YTD | +11.7% | +26.7% | -15.0% | +5.8% |
| 1Y | +17.5% | +29.0% | -11.5% | +10.9% |
| All | +17.5% | +29.7% | -12.2% | +10.9% |
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 · 6 months rolling