+1,188.5%
WDC vs GWW
+570.2%
+618.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.3% |
| 7D | -4.3% | -3.4% | -0.9% | -2.7% |
| 30D | -1.5% | -1.9% | +0.4% | -0.6% |
| 3M | -15.5% | -2.4% | -13.1% | -14.7% |
| 6M | +66.5% | +15.7% | +50.7% | +53.9% |
| YTD | +159.9% | +27.6% | +132.3% | +128.2% |
| 1Y | +366.0% | +27.2% | +338.8% | +308.5% |
| 3Y | +1,285.8% | +89.7% | +1,196.2% | +888.5% |
| 5Y | +925.6% | +223.9% | +701.6% | +441.6% |
| All | +1,188.5% | +570.2% | +618.4% | +466.9% |
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