+330.8%
WM vs GWW
+665.1%
-334.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.3% |
| 7D | +1.2% | +3.7% | -2.5% | +0.2% |
| 30D | +15.2% | +13.6% | +1.6% | +11.4% |
| 3M | +8.3% | +15.4% | -7.0% | +4.2% |
| 6M | +13.1% | +21.8% | -8.7% | +7.1% |
| YTD | +12.5% | +50.0% | -37.5% | +0.4% |
| 1Y | +21.8% | +60.2% | -38.4% | +6.7% |
| 3Y | +48.8% | +94.4% | -45.6% | +22.2% |
| 5Y | +62.1% | +221.8% | -159.7% | +13.5% |
| All | +330.8% | +665.1% | -334.3% | +146.1% |
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 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