+642.9%
WDC vs GWW
+658.3%
-15.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.9% | -4.1% | -4.6% |
| 7D | +12.1% | +3.6% | +8.5% | +10.2% |
| 30D | -18.8% | +12.1% | -30.9% | -23.4% |
| 3M | -39.3% | +12.9% | -52.2% | -43.0% |
| 6M | -40.1% | +19.3% | -59.4% | -45.5% |
| YTD | +71.8% | +48.7% | +23.1% | +39.4% |
| 1Y | +88.5% | +60.5% | +28.0% | +47.0% |
| 3Y | +770.0% | +93.3% | +676.7% | +512.9% |
| 5Y | +549.0% | +219.0% | +330.1% | +244.9% |
| All | +642.9% | +658.3% | -15.4% | +220.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling