+20.2%
WM vs GWW
+57.4%
-37.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.1% |
| 7D | +0.8% | 0.0% | +0.8% | +0.7% |
| 30D | +13.8% | +14.0% | -0.2% | +11.0% |
| 3M | +6.4% | +14.4% | -8.0% | +3.7% |
| 6M | +13.2% | +21.7% | -8.5% | +9.0% |
| YTD | +10.8% | +48.4% | -37.7% | +2.2% |
| 1Y | +20.2% | +58.4% | -38.2% | +9.4% |
| All | +20.2% | +57.4% | -37.2% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling