+1,872.3%
TER vs GWW
+569.5%
+1,302.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.6% |
| 7D | +12.4% | -0.5% | +12.8% | +12.5% |
| 30D | +5.1% | -1.4% | +6.6% | +5.7% |
| 3M | +4.0% | -3.6% | +7.6% | +5.4% |
| 6M | +29.5% | +15.1% | +14.4% | +19.3% |
| YTD | +98.5% | +27.5% | +71.0% | +73.4% |
| 1Y | +234.1% | +29.6% | +204.5% | +189.0% |
| 3Y | +289.0% | +90.1% | +199.0% | +176.6% |
| 5Y | +228.2% | +222.6% | +5.6% | +79.1% |
| All | +1,872.3% | +569.5% | +1,302.8% | +791.8% |
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 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