+374.9%
V vs GWW
+565.7%
-190.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.1% |
| 7D | -3.0% | -3.1% | +0.1% | -2.0% |
| 30D | +1.2% | -2.3% | +3.5% | +2.0% |
| 3M | +13.9% | -3.3% | +17.2% | +14.9% |
| 6M | +17.2% | +15.4% | +1.9% | +10.8% |
| YTD | +5.3% | +26.7% | -21.4% | -4.1% |
| 1Y | +9.5% | +29.0% | -19.5% | -1.1% |
| 3Y | +51.9% | +89.0% | -37.1% | +18.4% |
| 5Y | +69.6% | +221.8% | -152.2% | +7.0% |
| All | +374.9% | +565.7% | -190.8% | +150.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling