+66.9%
T vs GWW
+565.7%
-498.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.7% |
| 7D | -2.4% | -3.1% | +0.7% | -1.7% |
| 30D | +4.3% | -2.3% | +6.6% | +4.8% |
| 3M | +11.6% | -3.3% | +14.9% | +12.3% |
| 6M | -5.6% | +15.4% | -21.0% | -9.2% |
| YTD | +6.6% | +26.7% | -20.2% | -0.1% |
| 1Y | -8.4% | +29.0% | -37.3% | -14.6% |
| 3Y | +107.8% | +89.0% | +18.9% | +72.4% |
| 5Y | +68.3% | +221.8% | -153.5% | +17.9% |
| All | +66.9% | +565.7% | -498.8% | -1.9% |
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 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