-39.3%
VG vs GWW
+20.1%
-59.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | +1.7% | +1.4% | +0.3% | +1.3% |
| 30D | +16.0% | +3.3% | +12.7% | +15.0% |
| 3M | +9.7% | +2.9% | +6.8% | +7.8% |
| 6M | +29.6% | +15.8% | +13.8% | +21.5% |
| YTD | +112.0% | +32.0% | +80.0% | +83.3% |
| 1Y | +12.8% | +29.9% | -17.1% | -1.6% |
| All | -39.3% | +20.1% | -59.4% | -55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling