+41.0%
XRT vs GWW
+89.5%
-48.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | -2.4% | -0.5% | -1.9% | -2.2% |
| 30D | -6.9% | -1.4% | -5.5% | -6.4% |
| 3M | -0.4% | -3.6% | +3.2% | +0.8% |
| 6M | +2.2% | +15.1% | -12.9% | -4.7% |
| YTD | -0.7% | +27.5% | -28.2% | -12.2% |
| 1Y | -2.0% | +29.6% | -31.6% | -14.2% |
| All | +41.0% | +89.5% | -48.5% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling