+755.0%
SW vs GWW
+1,862.3%
-1,107.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | -5.1% | +1.4% | -6.5% | -5.3% |
| 30D | -4.6% | +3.3% | -7.9% | -5.1% |
| 3M | +9.4% | +2.9% | +6.5% | +8.8% |
| 6M | +3.5% | +15.8% | -12.3% | +1.1% |
| YTD | +22.0% | +32.0% | -10.0% | +16.9% |
| 1Y | +2.2% | +29.9% | -27.7% | -1.9% |
| 3Y | +19.6% | +91.1% | -71.5% | +9.0% |
| 5Y | -2.3% | +223.9% | -226.3% | -17.3% |
| 10Y | +181.4% | +567.0% | -385.7% | +117.7% |
| All | +755.0% | +1,862.3% | -1,107.3% | +532.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling