+161.1%
VEA vs GWW
+570.2%
-409.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | -1.5% | -3.4% | +1.9% | -0.5% |
| 30D | -0.8% | -1.9% | +1.1% | -0.4% |
| 3M | +2.5% | -2.4% | +4.9% | +2.9% |
| 6M | +11.1% | +15.7% | -4.6% | +6.3% |
| YTD | +17.2% | +27.6% | -10.4% | +8.7% |
| 1Y | +24.5% | +27.2% | -2.7% | +15.5% |
| 3Y | +75.4% | +89.7% | -14.2% | +43.4% |
| 5Y | +61.1% | +223.9% | -162.8% | +11.1% |
| All | +161.1% | +570.2% | -409.1% | +56.1% |
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