-49.3%
TE vs GWW
+222.0%
-271.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.3% |
| 7D | +0.2% | -3.4% | +3.6% | +2.0% |
| 30D | -5.9% | -1.9% | -4.0% | -5.2% |
| 3M | -45.6% | -2.4% | -43.2% | -45.7% |
| 6M | -43.4% | +15.7% | -59.1% | -49.9% |
| YTD | -31.0% | +27.6% | -58.6% | -43.7% |
| 1Y | +145.2% | +27.2% | +118.0% | +99.7% |
| 3Y | -24.1% | +89.7% | -113.7% | -49.7% |
| All | -49.3% | +222.0% | -271.3% | -70.1% |
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