+155.2%
W vs GWW
+570.2%
-414.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.5% | +0.7% |
| 7D | -0.9% | -3.4% | +2.5% | +1.4% |
| 30D | -4.2% | -1.9% | -2.3% | -3.2% |
| 3M | +26.9% | -2.4% | +29.3% | +27.5% |
| 6M | +31.2% | +15.7% | +15.5% | +16.8% |
| YTD | -1.8% | +27.6% | -29.4% | -19.0% |
| 1Y | +9.3% | +27.2% | -17.9% | -9.8% |
| 3Y | +33.2% | +89.7% | -56.5% | -16.1% |
| 5Y | -62.4% | +223.9% | -286.3% | -82.7% |
| All | +155.2% | +570.2% | -414.9% | -12.1% |
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