-2.3%
SW vs GWW
+224.0%
-226.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.0% |
| 7D | -5.1% | +1.4% | -6.5% | -5.5% |
| 30D | -4.6% | +3.3% | -7.9% | -5.6% |
| 3M | +9.4% | +2.9% | +6.5% | +8.3% |
| 6M | +3.5% | +15.8% | -12.3% | -1.2% |
| YTD | +22.0% | +32.0% | -10.0% | +12.2% |
| 1Y | +2.2% | +29.9% | -27.7% | -5.7% |
| 3Y | +19.6% | +91.1% | -71.5% | +1.5% |
| All | -2.3% | +224.0% | -226.4% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling