+638.0%
XYZ vs GWW
+696.0%
-58.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.2% |
| 7D | +14.9% | +5.3% | +9.6% | +12.0% |
| 30D | +14.7% | +12.4% | +2.2% | +7.7% |
| 3M | +12.1% | +13.7% | -1.6% | +4.5% |
| 6M | +18.3% | +18.0% | +0.3% | +7.3% |
| YTD | +36.1% | +44.6% | -8.5% | +9.6% |
| 1Y | +35.3% | +53.1% | -17.8% | +5.4% |
| 3Y | +73.5% | +90.2% | -16.7% | +19.4% |
| 5Y | -61.6% | +215.0% | -276.6% | -79.7% |
| 10Y | +638.0% | +658.9% | -20.9% | +192.2% |
| All | +638.0% | +696.0% | -58.0% | +192.2% |
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 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