+1,106.7%
XLY vs GWW
+5,032.3%
-3,925.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.6% |
| 7D | -1.7% | -3.4% | +1.7% | -0.2% |
| 30D | -4.2% | -1.9% | -2.3% | -3.5% |
| 3M | -2.7% | -2.4% | -0.3% | -2.0% |
| 6M | -0.6% | +15.7% | -16.4% | -7.3% |
| YTD | -5.0% | +27.6% | -32.6% | -15.4% |
| 1Y | -4.1% | +27.2% | -31.3% | -14.6% |
| 3Y | +33.6% | +89.7% | -56.1% | -1.2% |
| 5Y | +28.7% | +223.9% | -195.2% | -25.7% |
| 10Y | +219.6% | +567.1% | -347.5% | +24.7% |
| All | +1,106.7% | +5,032.3% | -3,925.5% | +92.7% |
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 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