+149.0%
WMB vs GWW
+91.5%
+57.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.7% | +4.9% | +2.7% |
| 7D | +0.8% | -1.5% | +2.3% | +1.0% |
| 30D | +7.7% | +1.1% | +6.6% | +7.5% |
| 3M | +6.7% | -1.0% | +7.7% | +6.6% |
| 6M | +3.6% | +16.3% | -12.7% | +0.3% |
| YTD | +28.0% | +28.5% | -0.5% | +20.8% |
| 1Y | +37.6% | +30.3% | +7.3% | +29.4% |
| 3Y | +149.0% | +91.6% | +57.4% | +110.7% |
| All | +149.0% | +91.5% | +57.6% | +110.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling