+182.7%
SW vs GWW
+699.0%
-516.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | +2.3% | +6.0% | -3.7% | +1.0% |
| 30D | +6.8% | +14.0% | -7.2% | +3.7% |
| 3M | -5.2% | +12.5% | -17.7% | -7.7% |
| 6M | +7.4% | +23.6% | -16.2% | +2.3% |
| YTD | +17.4% | +43.6% | -26.2% | +8.4% |
| 1Y | +27.1% | +52.5% | -25.4% | +15.9% |
| 3Y | +47.9% | +92.6% | -44.7% | +28.9% |
| 5Y | -2.6% | +219.0% | -221.6% | -23.4% |
| All | +182.7% | +699.0% | -516.3% | +97.2% |
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