+482.1%
WWD vs GFI
+1,066.8%
-584.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.6% | +1.4% |
| 7D | -2.6% | -4.9% | +2.3% | -2.2% |
| 30D | -6.9% | +10.7% | -17.7% | -7.7% |
| 3M | -13.0% | +25.6% | -38.7% | -14.8% |
| 6M | -12.5% | -8.3% | -4.2% | -12.4% |
| YTD | +11.8% | +6.3% | +5.5% | +10.7% |
| 1Y | +41.1% | +22.1% | +19.0% | +38.1% |
| 3Y | +163.1% | +289.2% | -126.1% | +137.0% |
| 5Y | +187.6% | +531.7% | -344.0% | +148.5% |
| All | +482.1% | +1,066.8% | -584.7% | +420.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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