+113.8%
SYY vs GWW
+570.2%
-456.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | +3.9% | -3.4% | +7.3% | +5.2% |
| 30D | -1.7% | -1.9% | +0.2% | -1.1% |
| 3M | +5.2% | -2.4% | +7.6% | +5.8% |
| 6M | -0.2% | +15.7% | -15.9% | -5.9% |
| YTD | +15.4% | +27.6% | -12.2% | +4.6% |
| 1Y | +5.6% | +27.2% | -21.6% | -4.4% |
| 3Y | +28.9% | +89.7% | -60.8% | -1.5% |
| 5Y | +24.1% | +223.9% | -199.9% | -25.3% |
| All | +113.8% | +570.2% | -456.3% | +4.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling