+219.1%
TER vs GWW
+222.6%
-3.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.7% | +6.9% | +6.0% |
| 7D | +11.0% | -1.5% | +12.5% | +11.9% |
| 30D | -1.9% | +1.1% | -3.0% | -2.9% |
| 3M | -0.7% | -1.0% | +0.3% | -1.0% |
| 6M | +36.4% | +16.3% | +20.1% | +21.7% |
| YTD | +92.4% | +28.5% | +63.9% | +60.9% |
| 1Y | +213.5% | +30.3% | +183.3% | +159.3% |
| 3Y | +277.2% | +91.6% | +185.6% | +140.9% |
| 5Y | +219.1% | +224.0% | -4.8% | +44.9% |
| All | +219.1% | +222.6% | -3.5% | +44.9% |
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