+15.0%
SW vs GWW
+27.3%
-12.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.0% | -0.5% |
| 7D | +4.7% | +5.8% | -1.1% | +2.4% |
| 30D | +5.0% | +13.8% | -8.8% | +0.3% |
| 3M | -7.3% | +13.2% | -20.5% | -11.1% |
| 6M | +15.0% | +28.4% | -13.4% | +3.6% |
| All | +15.0% | +27.3% | -12.3% | +3.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling