+198.3%
W vs GWW
+610.5%
-412.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.7% | -5.5% | -4.8% |
| 7D | +1.1% | +5.5% | -4.5% | -2.1% |
| 30D | +6.4% | +14.4% | -8.0% | -2.0% |
| 3M | +9.0% | +13.7% | -4.8% | +0.4% |
| 6M | +69.8% | +20.1% | +49.7% | +49.5% |
| YTD | +12.1% | +47.1% | -35.0% | -14.4% |
| 1Y | 0.0% | +56.2% | -56.2% | -26.6% |
| 3Y | +160.3% | +90.5% | +69.8% | +69.0% |
| 5Y | -53.3% | +221.2% | -274.5% | -77.5% |
| 10Y | +217.0% | +648.4% | -431.4% | +4.9% |
| All | +198.3% | +610.5% | -412.2% | -3.3% |
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 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