-44.6%
VG vs GWW
+35.3%
-79.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | +14.0% | +3.6% | +10.4% | +13.1% |
| 30D | -1.0% | +12.1% | -13.1% | -3.8% |
| 3M | -2.7% | +12.9% | -15.6% | -5.7% |
| 6M | +1.5% | +19.3% | -17.8% | -4.4% |
| YTD | +93.7% | +48.7% | +45.0% | +62.4% |
| 1Y | +68.5% | +60.5% | +8.0% | +35.1% |
| All | -44.6% | +35.3% | -79.9% | -60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling