+288.1%
TER vs GWW
+89.6%
+198.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.1% |
| 7D | +6.4% | -3.4% | +9.7% | +8.7% |
| 30D | -5.7% | -1.9% | -3.8% | -4.7% |
| 3M | -0.4% | -2.4% | +2.0% | +0.1% |
| 6M | +25.8% | +15.7% | +10.1% | +11.4% |
| YTD | +96.4% | +27.6% | +68.8% | +62.7% |
| 1Y | +229.2% | +27.2% | +202.0% | +173.1% |
| 3Y | +288.1% | +89.7% | +198.4% | +159.6% |
| All | +288.1% | +89.6% | +198.5% | +159.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling