+14,183.4%
TER vs GWW
+14,492.5%
-309.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +4.9% |
| 7D | +0.6% | +1.4% | -0.8% | -0.3% |
| 30D | -8.3% | +3.3% | -11.5% | -10.2% |
| 3M | -12.2% | +2.9% | -15.1% | -14.3% |
| 6M | +17.1% | +15.8% | +1.3% | +6.7% |
| YTD | +84.7% | +32.0% | +52.6% | +55.2% |
| 1Y | +199.9% | +29.9% | +170.0% | +153.9% |
| 3Y | +232.8% | +91.1% | +141.7% | +121.6% |
| 5Y | +198.6% | +223.9% | -25.4% | +42.2% |
| 10Y | +1,669.7% | +567.0% | +1,102.7% | +389.4% |
| All | +14,183.4% | +14,492.5% | -309.1% | +680.4% |
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