+8,296.9%
WFC vs GWW
+16,336.7%
-8,039.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.8% |
| 7D | +2.5% | +3.6% | -1.0% | +0.7% |
| 30D | +7.0% | +12.1% | -5.1% | +1.0% |
| 3M | -1.8% | +12.9% | -14.7% | -7.7% |
| 6M | +18.4% | +19.3% | -0.9% | +7.8% |
| YTD | -5.6% | +48.7% | -54.3% | -23.5% |
| 1Y | +3.9% | +60.5% | -56.6% | -19.1% |
| 3Y | +126.3% | +93.3% | +33.1% | +59.1% |
| 5Y | +91.1% | +219.0% | -127.8% | +2.2% |
| 10Y | +118.5% | +659.0% | -540.4% | -28.1% |
| All | +8,296.9% | +16,336.7% | -8,039.8% | +580.0% |
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