+328.7%
WM vs GWW
+696.0%
-367.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | 0.0% |
| 7D | -0.5% | +5.3% | -5.7% | -1.9% |
| 30D | +13.3% | +12.4% | +0.9% | +9.8% |
| 3M | +4.4% | +13.7% | -9.4% | +0.8% |
| 6M | +10.8% | +18.0% | -7.2% | +5.8% |
| YTD | +9.1% | +44.6% | -35.5% | -1.7% |
| 1Y | +19.1% | +53.1% | -34.0% | +5.7% |
| 3Y | +45.7% | +90.2% | -44.6% | +20.4% |
| 5Y | +60.4% | +215.0% | -154.6% | +13.0% |
| 10Y | +328.7% | +658.9% | -330.2% | +146.7% |
| All | +328.7% | +696.0% | -367.2% | +146.7% |
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