+113.2%
WDC vs GWW
+55.5%
+57.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +6.5% | -13.3% | -8.7% |
| 7D | -18.3% | +11.1% | -29.4% | -21.3% |
| 30D | -26.7% | +15.7% | -42.4% | -30.6% |
| 3M | -40.9% | +14.8% | -55.7% | -43.9% |
| 6M | -26.8% | +30.9% | -57.7% | -35.4% |
| YTD | +88.2% | +48.5% | +39.7% | +48.3% |
| 1Y | +113.2% | +57.1% | +56.1% | +67.5% |
| All | +113.2% | +55.5% | +57.7% | +67.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling