+25.6%
SW vs GWW
+59.1%
-33.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.4% |
| 7D | -2.9% | +3.6% | -6.5% | -4.8% |
| 30D | +5.0% | +12.1% | -7.1% | -1.5% |
| 3M | -13.7% | +12.9% | -26.6% | -19.3% |
| 6M | +8.0% | +19.3% | -11.3% | -3.2% |
| YTD | +14.0% | +48.7% | -34.8% | -14.9% |
| 1Y | +25.6% | +60.5% | -34.9% | -12.4% |
| All | +25.6% | +59.1% | -33.5% | -12.4% |
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