+10,451.6%
TER vs GWW
+16,483.6%
-6,032.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.8% | -1.4% |
| 7D | +24.0% | +3.7% | +20.3% | +21.3% |
| 30D | -30.6% | +13.6% | -44.2% | -36.1% |
| 3M | -34.5% | +15.4% | -49.8% | -40.4% |
| 6M | -26.4% | +21.8% | -48.2% | -35.5% |
| YTD | +36.4% | +50.0% | -13.6% | +5.4% |
| 1Y | +47.4% | +60.2% | -12.8% | +9.3% |
| 3Y | +202.6% | +94.4% | +108.2% | +98.6% |
| 5Y | +83.9% | +221.8% | -137.9% | -12.5% |
| 10Y | +1,068.0% | +665.8% | +402.2% | +196.1% |
| All | +10,451.6% | +16,483.6% | -6,032.0% | +429.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling