+317.6%
VOO vs GWW
+570.2%
-252.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.6% |
| 7D | -0.8% | -3.4% | +2.6% | +0.4% |
| 30D | -1.1% | -1.9% | +0.8% | -0.5% |
| 3M | +3.9% | -2.4% | +6.3% | +4.4% |
| 6M | +13.6% | +15.7% | -2.1% | +7.3% |
| YTD | +12.7% | +27.6% | -14.9% | +2.3% |
| 1Y | +17.6% | +27.2% | -9.6% | +6.7% |
| 3Y | +77.3% | +89.7% | -12.4% | +37.4% |
| 5Y | +84.1% | +223.9% | -139.8% | +15.8% |
| All | +317.6% | +570.2% | -252.6% | +116.6% |
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