+185.4%
SW vs GWW
+704.9%
-519.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.0% | -0.9% |
| 7D | +4.7% | +5.8% | -1.1% | +3.3% |
| 30D | +5.0% | +13.8% | -8.8% | +2.0% |
| 3M | -7.3% | +13.2% | -20.5% | -9.9% |
| 6M | +15.0% | +28.4% | -13.4% | +8.6% |
| YTD | +18.5% | +44.7% | -26.2% | +9.2% |
| 1Y | +27.1% | +52.1% | -24.9% | +16.0% |
| 3Y | +49.3% | +93.9% | -44.5% | +29.9% |
| 5Y | -1.6% | +221.4% | -223.0% | -22.8% |
| All | +185.4% | +704.9% | -519.5% | +98.8% |
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 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