+199.8%
TER vs GWW
+31.2%
+168.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.9% | +4.6% | +4.9% |
| 7D | +0.6% | +1.4% | -0.8% | -0.3% |
| 30D | -8.3% | +3.3% | -11.6% | -10.2% |
| 3M | -12.2% | +2.9% | -15.2% | -15.4% |
| 6M | +17.0% | +15.8% | +1.2% | +1.7% |
| YTD | +84.6% | +32.0% | +52.6% | +49.4% |
| 1Y | +199.8% | +29.9% | +169.9% | +141.7% |
| All | +199.8% | +31.2% | +168.6% | +141.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling