+4,255.7%
SYY vs GWW
+14,103.4%
-9,847.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.5% |
| 7D | -2.8% | -1.5% | -1.2% | -2.4% |
| 30D | -5.3% | +1.1% | -6.4% | -5.6% |
| 3M | +5.1% | -1.0% | +6.1% | +5.2% |
| 6M | -5.0% | +16.3% | -21.3% | -9.5% |
| YTD | +10.7% | +28.5% | -17.8% | +2.3% |
| 1Y | +0.7% | +30.3% | -29.6% | -7.5% |
| 3Y | +24.0% | +91.6% | -67.6% | +0.7% |
| 5Y | +19.3% | +224.0% | -204.7% | -18.2% |
| 10Y | +96.4% | +551.3% | -454.9% | +8.6% |
| All | +4,255.7% | +14,103.4% | -9,847.7% | +861.9% |
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