+225.2%
TPR vs GWW
+219.8%
+5.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | -5.1% | -3.1% | -2.0% | -3.8% |
| 30D | -27.6% | -2.3% | -25.2% | -26.9% |
| 3M | -17.5% | -3.3% | -14.2% | -16.7% |
| 6M | -21.3% | +15.4% | -36.7% | -27.2% |
| YTD | -8.5% | +26.7% | -35.2% | -19.6% |
| 1Y | +11.5% | +29.0% | -17.5% | -3.0% |
| 3Y | +288.0% | +89.0% | +199.0% | +173.2% |
| 5Y | +225.2% | +221.8% | +3.4% | +67.0% |
| All | +225.2% | +219.8% | +5.4% | +67.0% |
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 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