+404.6%
VIAV vs GWW
+570.2%
-165.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.4% |
| 7D | +11.2% | -3.4% | +14.5% | +12.3% |
| 30D | -10.1% | -1.9% | -8.2% | -9.6% |
| 3M | -22.9% | -2.4% | -20.5% | -22.7% |
| 6M | +28.8% | +15.7% | +13.1% | +21.4% |
| YTD | +117.5% | +27.6% | +89.9% | +97.7% |
| 1Y | +216.1% | +27.2% | +188.9% | +187.5% |
| 3Y | +292.2% | +89.7% | +202.5% | +204.8% |
| 5Y | +141.0% | +223.9% | -82.9% | +52.7% |
| All | +404.6% | +570.2% | -165.6% | +171.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling