+743.1%
SW vs GWW
+2,106.6%
-1,363.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.5% | -2.5% | +3.0% |
| 7D | +12.1% | +11.1% | +1.0% | +10.2% |
| 30D | +6.6% | +15.7% | -9.2% | +4.1% |
| 3M | -6.0% | +14.8% | -20.8% | -8.1% |
| 6M | +21.5% | +30.9% | -9.5% | +16.3% |
| YTD | +20.3% | +48.5% | -28.1% | +13.1% |
| 1Y | +28.1% | +57.1% | -29.0% | +19.5% |
| 3Y | +51.6% | +98.9% | -47.3% | +36.9% |
| 5Y | -0.1% | +226.2% | -226.3% | -15.9% |
| 10Y | +189.7% | +741.3% | -551.6% | +118.4% |
| All | +743.1% | +2,106.6% | -1,363.6% | +512.1% |
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 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