+9.4%
VG vs GWW
+30.8%
-21.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.8% | +2.2% |
| 7D | -2.5% | -1.5% | -1.0% | -2.5% |
| 30D | +11.1% | +1.1% | +10.0% | +11.1% |
| 3M | +14.9% | -1.0% | +15.9% | +14.0% |
| 6M | +18.4% | +16.3% | +2.0% | +13.5% |
| YTD | +116.6% | +28.5% | +88.1% | +89.7% |
| 1Y | +9.4% | +30.3% | -20.9% | -6.0% |
| All | +9.4% | +30.8% | -21.5% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling