-53.1%
TE vs GWW
+302.3%
-355.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.4% |
| 7D | +0.2% | -3.4% | +3.6% | +1.3% |
| 30D | -5.9% | -1.9% | -4.0% | -5.5% |
| 3M | -45.6% | -2.4% | -43.2% | -45.6% |
| 6M | -43.4% | +15.7% | -59.1% | -47.4% |
| YTD | -31.0% | +27.6% | -58.6% | -38.7% |
| 1Y | +145.2% | +27.2% | +118.0% | +117.6% |
| 3Y | -24.1% | +89.7% | -113.7% | -38.6% |
| 5Y | -48.1% | +223.9% | -272.1% | -60.9% |
| All | -53.1% | +302.3% | -355.4% | -64.5% |
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