-31.3%
TER vs GWW
+20.7%
-52.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.4% |
| 7D | +14.4% | +3.6% | +10.8% | +14.4% |
| 30D | -30.6% | +12.1% | -42.7% | -29.5% |
| 3M | -39.2% | +12.9% | -52.1% | -38.4% |
| 6M | -31.3% | +19.3% | -50.6% | -36.0% |
| All | -31.3% | +20.7% | -52.0% | -36.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling