+163.6%
W vs GWW
+537.8%
-374.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.0% |
| 7D | -4.2% | +1.4% | -5.6% | -5.0% |
| 30D | -7.6% | +3.3% | -10.8% | -9.6% |
| 3M | +37.2% | +2.9% | +34.2% | +33.2% |
| 6M | +26.3% | +15.8% | +10.5% | +13.3% |
| YTD | -1.0% | +32.0% | -33.0% | -19.1% |
| 1Y | +20.1% | +29.9% | -9.8% | -1.2% |
| 3Y | +37.8% | +91.1% | -53.3% | -10.9% |
| 5Y | -63.7% | +223.9% | -287.6% | -82.4% |
| 10Y | +156.3% | +567.0% | -410.7% | -9.2% |
| All | +163.6% | +537.8% | -374.2% | -8.6% |
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 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