+59.9%
VEA vs GWW
+222.0%
-162.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | -1.5% | -3.4% | +1.9% | -0.6% |
| 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% | +8.9% |
| 1Y | +24.5% | +27.2% | -2.7% | +15.7% |
| 3Y | +75.4% | +89.7% | -14.2% | +43.3% |
| All | +59.9% | +222.0% | -162.1% | +11.2% |
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