+8,900.6%
WMT vs GWW
+13,989.5%
-5,088.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -0.2% | -0.5% | +0.2% | -0.1% |
| 30D | -5.8% | -1.4% | -4.4% | -5.5% |
| 3M | -10.8% | -3.6% | -7.1% | -10.0% |
| 6M | -14.3% | +15.1% | -29.5% | -17.9% |
| YTD | -4.4% | +27.5% | -31.9% | -11.2% |
| 1Y | +4.3% | +29.6% | -25.3% | -3.6% |
| 3Y | +100.1% | +90.1% | +10.0% | +63.7% |
| 5Y | +130.8% | +222.6% | -91.8% | +59.6% |
| 10Y | +433.7% | +566.5% | -132.8% | +179.9% |
| All | +8,900.6% | +13,989.5% | -5,088.9% | +1,138.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling