-51.4%
VG vs GWW
+30.6%
-82.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -22.0% | +6.0% | -28.0% | -23.2% |
| 30D | -11.6% | +14.0% | -25.7% | -14.7% |
| 3M | -14.9% | +12.5% | -27.4% | -17.6% |
| 6M | -3.5% | +23.6% | -27.2% | -10.9% |
| YTD | +70.0% | +43.6% | +26.4% | +43.6% |
| 1Y | +50.0% | +52.5% | -2.5% | +22.4% |
| All | -51.4% | +30.6% | -82.0% | -65.0% |
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 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