+387.0%
VNQ vs GWW
+3,203.1%
-2,816.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | -0.9% | -0.5% | -0.4% | -0.7% |
| 30D | -2.2% | -1.4% | -0.8% | -1.6% |
| 3M | -1.9% | -3.6% | +1.7% | -0.6% |
| 6M | +3.2% | +15.1% | -11.9% | -4.9% |
| YTD | +9.4% | +27.5% | -18.1% | -5.1% |
| 1Y | +7.5% | +29.6% | -22.1% | -7.8% |
| 3Y | +31.1% | +90.1% | -59.0% | -11.1% |
| 5Y | +6.6% | +222.6% | -216.1% | -47.6% |
| 10Y | +63.9% | +566.5% | -502.6% | -54.5% |
| All | +387.0% | +3,203.1% | -2,816.1% | -60.0% |
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 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