+513.3%
XRT vs GWW
+2,510.6%
-1,997.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.5% |
| 7D | +0.8% | +1.4% | -0.6% | 0.0% |
| 30D | -4.2% | +3.3% | -7.5% | -5.9% |
| 3M | +5.1% | +2.9% | +2.2% | +3.0% |
| 6M | +2.4% | +15.8% | -13.4% | -6.1% |
| YTD | +3.2% | +32.0% | -28.8% | -12.3% |
| 1Y | +1.5% | +29.9% | -28.4% | -13.1% |
| 3Y | +40.6% | +91.1% | -50.5% | -4.2% |
| 5Y | -1.0% | +223.9% | -224.9% | -50.4% |
| 10Y | +128.4% | +567.0% | -438.6% | -31.3% |
| All | +513.3% | +2,510.6% | -1,997.3% | -34.2% |
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