+40.5%
W vs GWW
+91.5%
-51.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +2.3% |
| 7D | +6.5% | -1.5% | +8.0% | +7.5% |
| 30D | -6.2% | +1.1% | -7.3% | -7.1% |
| 3M | +48.9% | -1.0% | +49.9% | +47.4% |
| 6M | +31.2% | +16.3% | +14.9% | +14.1% |
| YTD | -0.4% | +28.5% | -28.9% | -21.2% |
| 1Y | +14.8% | +30.3% | -15.4% | -10.4% |
| 3Y | +40.5% | +91.6% | -51.1% | -19.1% |
| All | +40.5% | +91.5% | -51.0% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling