+119.9%
XRT vs GWW
+565.7%
-445.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | -3.6% | -3.1% | -0.4% | -2.2% |
| 30D | -6.7% | -2.3% | -4.4% | -5.8% |
| 3M | -1.4% | -3.3% | +1.9% | -0.3% |
| 6M | +1.7% | +15.4% | -13.7% | -5.1% |
| YTD | -1.5% | +26.7% | -28.2% | -12.1% |
| 1Y | -2.5% | +29.0% | -31.4% | -13.8% |
| 3Y | +39.9% | +89.0% | -49.1% | +3.3% |
| 5Y | -2.6% | +221.8% | -224.4% | -43.2% |
| All | +119.9% | +565.7% | -445.8% | -0.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling