+296.4%
WBD vs GWW
+3,250.4%
-2,954.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.8% |
| 7D | -0.7% | -1.5% | +0.8% | 0.0% |
| 30D | +5.0% | +1.1% | +3.9% | +4.3% |
| 3M | +6.2% | -1.0% | +7.2% | +6.3% |
| 6M | +0.6% | +16.3% | -15.7% | -7.3% |
| YTD | -2.4% | +28.5% | -30.9% | -15.0% |
| 1Y | +127.7% | +30.3% | +97.4% | +97.0% |
| 3Y | +148.4% | +91.6% | +56.8% | +75.5% |
| 5Y | +4.2% | +224.0% | -219.7% | -44.1% |
| 10Y | +10.8% | +551.3% | -540.5% | -62.5% |
| All | +296.4% | +3,250.4% | -2,954.0% | -39.4% |
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