+61.9%
WM vs GWW
+218.6%
-156.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | +3.2% | +3.6% | -0.3% | +2.3% |
| 30D | +13.0% | +12.1% | +0.9% | +9.9% |
| 3M | +9.2% | +12.9% | -3.7% | +6.0% |
| 6M | +13.6% | +19.3% | -5.7% | +8.6% |
| YTD | +12.4% | +48.7% | -36.3% | +1.4% |
| 1Y | +21.2% | +60.5% | -39.3% | +7.2% |
| 3Y | +48.7% | +93.3% | -44.6% | +23.7% |
| All | +61.9% | +218.6% | -156.8% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling