-62.3%
W vs GWW
+221.1%
-283.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.8% |
| 7D | +5.9% | -0.5% | +6.4% | +6.3% |
| 30D | -3.0% | -1.4% | -1.6% | -2.1% |
| 3M | +40.3% | -3.6% | +44.0% | +42.4% |
| 6M | +32.2% | +15.1% | +17.1% | +13.4% |
| YTD | -0.3% | +27.5% | -27.8% | -23.3% |
| 1Y | +16.2% | +29.6% | -13.4% | -12.4% |
| 3Y | +40.7% | +90.1% | -49.3% | -29.3% |
| 5Y | -62.3% | +222.6% | -285.0% | -88.3% |
| All | -62.3% | +221.1% | -283.4% | -88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling