-48.5%
TE vs GWW
+305.2%
-353.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.7% | +12.7% | +10.9% |
| 7D | +18.2% | -1.5% | +19.8% | +18.8% |
| 30D | -13.5% | +1.1% | -14.6% | -14.1% |
| 3M | -44.6% | -1.0% | -43.6% | -44.9% |
| 6M | -24.7% | +16.3% | -41.0% | -30.2% |
| YTD | -24.3% | +28.5% | -52.8% | -32.9% |
| 1Y | +155.6% | +30.3% | +125.3% | +124.5% |
| 3Y | -18.3% | +91.6% | -109.9% | -34.1% |
| 5Y | -41.3% | +224.0% | -265.3% | -55.9% |
| All | -48.5% | +305.2% | -353.7% | -61.2% |
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