+495.3%
WWD vs GPC
+83.6%
+411.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.0% |
| 7D | +0.6% | -0.6% | +1.3% | +1.0% |
| 30D | -5.1% | +1.3% | -6.4% | -5.9% |
| 3M | -11.2% | +37.1% | -48.3% | -27.0% |
| 6M | -12.0% | +23.2% | -35.2% | -23.2% |
| YTD | +12.0% | +13.1% | -1.1% | +0.8% |
| 1Y | +42.8% | +0.9% | +41.9% | +37.5% |
| 3Y | +168.9% | -0.8% | +169.8% | +143.1% |
| 5Y | +192.2% | +31.1% | +161.1% | +107.3% |
| 10Y | +495.3% | +87.4% | +407.9% | +203.8% |
| All | +495.3% | +83.6% | +411.6% | +203.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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