+57.8%
T vs GWW
+218.6%
-160.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +2.5% | +3.6% | -1.0% | +2.0% |
| 30D | -3.8% | +12.1% | -15.9% | -5.5% |
| 3M | -8.7% | +12.9% | -21.6% | -10.5% |
| 6M | -8.1% | +19.3% | -27.4% | -10.8% |
| YTD | -6.4% | +48.7% | -55.2% | -12.8% |
| 1Y | -9.8% | +60.5% | -70.3% | -17.1% |
| 3Y | +65.5% | +93.3% | -27.8% | +45.0% |
| All | +57.8% | +218.6% | -160.8% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling