+67.1%
V vs GWW
+222.6%
-155.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -0.8% |
| 7D | -1.1% | -1.5% | +0.4% | -0.6% |
| 30D | +1.9% | +1.1% | +0.8% | +1.5% |
| 3M | +15.5% | -1.0% | +16.5% | +15.5% |
| 6M | +16.6% | +16.3% | +0.3% | +9.9% |
| YTD | +5.7% | +28.5% | -22.8% | -4.3% |
| 1Y | +8.6% | +30.3% | -21.7% | -2.3% |
| 3Y | +52.5% | +91.6% | -39.1% | +18.0% |
| 5Y | +67.1% | +224.0% | -156.8% | -1.4% |
| All | +67.1% | +222.6% | -155.5% | -1.4% |
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 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