+61.8%
VNQ vs GWW
+570.2%
-508.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | +0.1% | +0.5% |
| 7D | -1.3% | -3.4% | +2.1% | -0.2% |
| 30D | -2.6% | -1.9% | -0.7% | -2.0% |
| 3M | -2.0% | -2.4% | +0.4% | -1.5% |
| 6M | +4.3% | +15.7% | -11.4% | -1.1% |
| YTD | +9.2% | +27.6% | -18.4% | -0.2% |
| 1Y | +5.6% | +27.2% | -21.6% | -3.5% |
| 3Y | +30.8% | +89.7% | -58.8% | +2.7% |
| 5Y | +8.0% | +223.9% | -215.9% | -29.9% |
| All | +61.8% | +570.2% | -508.4% | -10.7% |
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