+7,716.4%
TPR vs GWW
+7,440.7%
+275.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.6% |
| 7D | -2.3% | +1.4% | -3.7% | -3.3% |
| 30D | -23.0% | +3.3% | -26.2% | -24.8% |
| 3M | -12.5% | +2.9% | -15.4% | -14.9% |
| 6M | -21.4% | +15.8% | -37.2% | -29.8% |
| YTD | -3.5% | +32.0% | -35.5% | -21.7% |
| 1Y | +17.4% | +29.9% | -12.5% | -3.9% |
| 3Y | +291.3% | +91.1% | +200.2% | +139.7% |
| 5Y | +241.9% | +223.9% | +18.0% | +40.4% |
| 10Y | +322.7% | +567.0% | -244.4% | -0.7% |
| All | +7,716.4% | +7,440.7% | +275.8% | +298.8% |
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