+8,627.7%
WFC vs GWW
+14,492.5%
-5,864.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.4% |
| 7D | +3.8% | +1.4% | +2.4% | +3.0% |
| 30D | +1.5% | +3.3% | -1.8% | -0.2% |
| 3M | +10.9% | +2.9% | +7.9% | +8.8% |
| 6M | +8.4% | +15.8% | -7.4% | +0.1% |
| YTD | -1.9% | +32.0% | -33.9% | -15.6% |
| 1Y | +12.3% | +29.9% | -17.6% | -2.6% |
| 3Y | +132.3% | +91.1% | +41.2% | +64.2% |
| 5Y | +130.1% | +223.9% | -93.9% | +21.8% |
| 10Y | +134.4% | +567.0% | -432.6% | -17.8% |
| All | +8,627.7% | +14,492.5% | -5,864.8% | +651.1% |
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