+2,926.4%
V vs GWW
+2,248.8%
+677.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.4% |
| 7D | -1.7% | +1.4% | -3.1% | -2.3% |
| 30D | +2.0% | +3.3% | -1.3% | +0.5% |
| 3M | +17.4% | +2.9% | +14.4% | +15.4% |
| 6M | +17.5% | +15.8% | +1.7% | +9.2% |
| YTD | +7.6% | +32.0% | -24.4% | -6.1% |
| 1Y | +7.7% | +29.9% | -22.2% | -5.5% |
| 3Y | +54.7% | +91.1% | -36.4% | +12.1% |
| 5Y | +73.0% | +223.9% | -150.9% | -4.3% |
| 10Y | +390.9% | +567.0% | -176.2% | +76.9% |
| All | +2,926.4% | +2,248.8% | +677.7% | +319.9% |
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